A new solution method for stochastic differential equations via collocation approach (Q2958276): Difference between revisions
From MaRDI portal
Latest revision as of 08:30, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new solution method for stochastic differential equations via collocation approach |
scientific article |
Statements
A new solution method for stochastic differential equations via collocation approach (English)
0 references
1 February 2017
0 references
stochastic differential equations
0 references
collocation method
0 references
Lamperti transform
0 references
orthogonal polynomials
0 references
0 references
0 references