Numerical solution of stochastic differential equation corresponding to continuous distributions (Q3097899)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5970090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solution of stochastic differential equation corresponding to continuous distributions |
scientific article; zbMATH DE number 5970090 |
Statements
NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS (English)
0 references
10 November 2011
0 references
stochastic differential equation
0 references
continuous distribution function
0 references
confidence interval
0 references
Euler-Maruyama method
0 references
Runge-Kutta method
0 references
numerical results
0 references
0.7977496981620789
0 references
0.7815107703208923
0 references
0.7755105495452881
0 references
