Numerical solution of SDE through computer experiments. Including floppy disk
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Publication:1313407
DOI10.1007/978-3-642-57913-4zbMath0789.65100OpenAlexW4294990616MaRDI QIDQ1313407
Henri Schurz, Eckhard Platen, Peter E. Kloeden
Publication date: 16 January 1994
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-57913-4
stabilitystochastic processestextbookstochastic differential equationsstochastic integrationstiff problemsexercisescomputer programsEuler methodsstochastic Taylor seriesTURBO PASCAL programs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to probability theory (60-04)
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Uses Software
