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
URN to cite this document: urn:nbn:de:bvb:703-epub-5482-3
Title data
Cyganowski, Sasha ; Grüne, Lars ; Kloeden, Peter E.:
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.