NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS (Q3097899)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS |
scientific article |
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NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS (English)
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10 November 2011
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stochastic differential equation
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continuous distribution function
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confidence interval
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Euler-Maruyama method
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Runge-Kutta method
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numerical results
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