A new solution method for stochastic differential equations via collocation approach (Q2958276)

From MaRDI portal
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
    0 references
    0 references
    1 February 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equations
    0 references
    collocation method
    0 references
    Lamperti transform
    0 references
    orthogonal polynomials
    0 references
    0 references