SDE-MATH

swMATH37665MaRDI QIDQ53366FDOQ53366

Author name not available (Why is that?)

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 (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• stochastic
• xSPDE
• 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
• LevyArea.jl
• Title not available (Why is that?)
• Comparative analysis of particle filters for stochastic systems with continuous and discrete time

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