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: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49818314854878904155 |