An application of new method to obtain probability density function of solution of stochastic differential equations (Q2690712)
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scientific article
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English | An application of new method to obtain probability density function of solution of stochastic differential equations |
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An application of new method to obtain probability density function of solution of stochastic differential equations (English)
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17 March 2023
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generalized entropy optimization methods
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stochastic differential equation model
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Euler-Maruyama method
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