Numerical solution of stochastic differential problems in the biosciences

DOI10.1016/j.cam.2005.03.020zbMath1077.65007OpenAlexW2054077895MaRDI QIDQ2570094

Margherita Carletti

Publication date: 26 October 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.03.020

zbMATH Keywords

Euler-Maruyama methodRunge-Kutta-type methodsMatlab codesStochastic ordinary differential equationsBiomathematical modellingEuler-Taylor expansionStochastic delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• Matlab

Cites Work

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