An application of new method to obtain probability density function of solution of stochastic differential equations (Q2690712)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An application of new method to obtain probability density function of solution of stochastic differential equations
scientific article

    Statements

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