Search results with tag "Second order stochastic di erential"

Numerical solution of second-order stochastic di erential ...

plicative noises). Making stochastic di erential equations system from this equation, it could be approximated or solved numerically by di erent numerical methods. In the case of linear stochastic di erential equations system by Computing fundamental matrix of this system, it could be calculated based on the exact solution of this system.

  Solutions, Second, Order, Equations, Numerical, Stochastic, Erential, Numerical solution, Stochastic di erential equations, Second order stochastic di erential