MAPLE for Stochastic Differential Equations

Titelangaben

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

Volltext

	Format: PDF Name: gruene_et_al_maple_sde_2001.pdf Version: Veröffentlichte Version Verfügbar mit der Lizenz Creative Commons BY 4.0: Namensnennung
	Download (352kB)

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.