SDE-MATH

MaRDI QIDQ53366swMATHFDO

Official website https://www.researchgate.net/publication/347032180_A_software_package_for_Implementation_of_strong_numerical_methods_of_convergence_orders_05_10_15_20_25_and_30_for_Ito_SDEs_with_non-commutative_multi

Described by source

• 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

Cited in

(9)

• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
• scientific article; zbMATH DE number 7627965 (Why is no real title available?)
• scientific article; zbMATH DE number 7644507 (Why is no real title available?)
• SDELab
• stochastic
• xSPDE
• LevyArea.jl
• scientific article; zbMATH DE number 7318972 (Why is no real title available?)
• Comparative analysis of particle filters for stochastic systems with continuous and discrete time

This page was built for software: SDE-MATH