SDELab

swMATH837MaRDI QIDQ13583FDOQ13583

Author name not available (Why is that?)

Described by source

• SDELab: A package for solving stochastic differential equations in MATLAB

Cited In (13)

• 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
• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
• Gauss-quadrature method for one-dimensional mean-field SDEs
• Numerical simulations of SDEs and SPDEs from neural systems using SDELab
• Dynamics of non-holonomic systems with stochastic transport
• Title not available (Why is that?)
• Stabilization of a class of stochastic nonlinear systems
• 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
• Split-step Milstein methods for multi-channel stiff stochastic differential systems
• First-order weak balanced schemes for stochastic differential equations
• Splitting integrators for the stochastic Landau-Lifshitz equation
• On noisy extensions of nonholonomic constraints
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox

This page was built for software: SDELab