scientific article; zbMATH DE number 1705382

MaRDI QIDQ2771285zbMATH OpenFDO

Authors Sasha Cyganowski, Lars Grüne, Peter E. Kloeden

Publication date 1 September 2002

zbMATH Keywords

MAPLE software packagestochastic calculusstochastic differential equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Packaged methods for numerical algorithms (65Y15) Symbolic computation and algebraic computation (68W30)

Recommendations

• scientific article; zbMATH DE number 1217597
• scientific article; zbMATH DE number 54145
• From elementary probability to stochastic differential equations with MAPLE
• Stochastic differential equations: theory and practice of numerical solution
• Numerical solution of SDE through computer experiments. Including floppy disk

Cited in

(7)

• Higher order numerical approximation of switching systems
• stochastic
• scientific article; zbMATH DE number 1217597 (Why is no real title available?)
• Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series
• From elementary probability to stochastic differential equations with MAPLE
• SDELab: A package for solving stochastic differential equations in MATLAB

Describes a project that uses

Uses Software

• Maple

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2771285)