Stochastic Differential Equations and Numerical Applications
We will explore the topic of stochastic differential equations (SDEs) first by developing a foundation in probability theory and It\^o calculus. Formulas are then derived to simulate these equations analytically as well as numerically. These formulas are then applied to a basic population model as w...
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| Format: | Others |
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VCU Scholars Compass
2014
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| Online Access: | http://scholarscompass.vcu.edu/etd/3383 http://scholarscompass.vcu.edu/cgi/viewcontent.cgi?article=4382&context=etd |