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

Explicit solutions of stochastic differential equations (SDEs)

Author
: Sasha Cyganowski
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

More Like This

Romeo y Julieta: Un clasico de las historias de amor... y de las ecuaciones diferenciales.
Ordinary differential equation with Laplace Transform
Dynamical Systems with Applications using Maple
Classroom Tips and Techniques: Eigenvalue Problems for ODEs
An Epidemic Model (for Influenza or Zombies)
Differential Equations in Maple 16
Differential Equation Solver
Classroom Tips and Techniques: Solving Algebraic Equations by the Dragilev Method
Classroom Tips and Techniques: Gems 31-35 from the Red Book of Maple Magic