SDELab: A package for solving stochastic differential equations in MATLAB (Q885951)

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SDELab: A package for solving stochastic differential equations in MATLAB
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    Statements

    title
    SDELab: A package for solving stochastic differential equations in MATLAB (English)
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    author
    Hagen Gilsing
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    Tony Shardlow
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    publication date
    14 June 2007
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    zbMATH Keywords
    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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    describes a project that uses
    Ode15s
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    ode113
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    ode23s
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    MATLAB ODE suite
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    Matlab
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    ode23
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    ode45
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    NSOIA
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    minpack
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    Ziggurat
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    stochastic
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    rnorrexp
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    cites work
    Q4210478
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    Q2771285
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    Q5657604
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    The MATLAB ODE Suite
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    65Y15
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    60H05
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    zbMATH DE Number
    5164888
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    OpenAlex ID
    W2129132283
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