From elementary probability to stochastic differential equations with MAPLE

DOI10.1007/978-3-642-56144-3zbMath0987.60002OpenAlexW634974191MaRDI QIDQ5950744

Jerzy Ombach, Sasha Cyganowski, Peter E. Kloeden

Publication date: 13 December 2001

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-56144-3

zbMATH Keywords

stochastic processesstochastic differential equationsprobabilityMAPLE

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Related Items (4)

Existence and uniqueness of solutions for the Schrödinger integrable boundary value problem ⋮ Comparison of stochastic and random models for bacterial resistance ⋮ A Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads ⋮ Closed-form likelihood expansions for multivariate diffusions

Uses Software

• Maple
• stochastic

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