Weak Schemes For Stochastic Differential Equations Using Maple
碩士 === 國立成功大學 === 數學系 === 86 === In this paper we write a Maple package for explicit and implicit weakschemes of d-dimensional Ito diffusion processes generated by an 1-parameter d-dimensional Ito stochastic differential equation ( SDE )...
Main Authors: | Hsu, Ping-yu, 許冰瑜 |
---|---|
Other Authors: | Sheu Ruey-Lin |
Format: | Others |
Language: | zh-TW |
Published: |
1998
|
Online Access: | http://ndltd.ncl.edu.tw/handle/49818314854878904155 |
Similar Items
-
Weak schemes for stochastic differential equations using Maple
by: Xu, Bing-Yu, et al.
Published: (1998) -
Weak Schemes For Stochastic Differential Equations Using Matlab
by: Liu, De-Qi, et al.
Published: (1998) -
Differential Equations Learning with Maple and Maple T. A.
by: Kuan-chieh Chang, et al.
Published: (2015) -
Stochastic Methods Using Maple
by: Liu, Jiunn-Sheng, et al.
Published: (1998) -
A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
by: Yang Li, et al.
Published: (2021-01-01)