Explicit solutions of stochastic differential equations (SDEs) - Maple Application Center

Explicit solutions of stochastic differential equations (SDEs) - Maple Application Center

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Application Center Applications Explicit solutions of stochastic differential equations (SDEs)

Explicit solutions of stochastic differential equations (SDEs)

Author

: Sasha Cyganowski

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This file contains instructions and examples which demonstrate the package "stochastic". The package contains commands which can be used to find explicit solutions of Stochastic Differential Equations (SDEs), construct numerical schemes up to strong order 2 and weak order 3.0, check for commutative noise of the first and second kind, and convert SDEs into their coloured noise form.

Application Details

Publish Date: June 20, 2001
Created In: Maple V
Language: English

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