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MAPLE for Stochastic Differential Equations

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005482
URN to cite this document: urn:nbn:de:bvb:703-epub-5482-3

Title data

Cyganowski, Sasha ; Grüne, Lars ; Kloeden, Peter:
MAPLE for Stochastic Differential Equations.
Bayreuth , 2001

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Abstract

This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Blowey, James F. ; Coleman, John P. ; Craig, Alan W. (Hrsg.): Theory and Numerics of Differential Equations : Durham 2000. - Berlin ; Heidelberg : Springer , 2001 . - S. 127-177
Keywords: MAPLE software package; Stochastic calculus; Stochastic differential equations
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5482-3
Date Deposited: 11 May 2021 11:06
Last Modified: 12 May 2021 06:03
URI: https://epub.uni-bayreuth.de/id/eprint/5482

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