SDELab: A package for solving stochastic differential equations in MATLAB (Q885951)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDELab: A package for solving stochastic differential equations in MATLAB |
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SDELab: A package for solving stochastic differential equations in MATLAB (English)
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14 June 2007
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stochastic differential equations
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MATLAB
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software
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Itô SDE
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numerical examples
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Stratonovich SDEs
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Milstein's method
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iterated stochastic integrals
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