Wong-Zakai method for stochastic differential equations in engineering

Wong-Zakai method for stochastic differential equations in engineering

In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equations in engineering sciences. Wong-Zakai approximate solutions of the equations are analyzed and the numerical results are compared with results from popular approximation schemes for stochastic diffe...

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Bibliographic Details
Main Authors: Sengul Suleyman, Bekiryazici Zafer, Merdan Mehmet
Format: Article
Language:English
Published: VINCA Institute of Nuclear Sciences 2021-01-01
Series:Thermal Science
Subjects:
wong-zakai approximation
stochastic differential equation
euler-maruyama method
milstein method
solar irradiance
brownian motion
Online Access:http://www.doiserbia.nb.rs/img/doi/0354-9836/2021/0354-98362100014S.pdf

Internet

http://www.doiserbia.nb.rs/img/doi/0354-9836/2021/0354-98362100014S.pdf

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