The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method

DOI10.1155/2018/3805042zbMath1470.65006OpenAlexW2801824720WikidataQ129849307 ScholiaQ129849307MaRDI QIDQ1667600

Yousef Alnafisah

Publication date: 30 August 2018

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/3805042

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms ⋮ Abundant exact soliton solutions of the \((2+1)\)-dimensional Heisenberg ferromagnetic spin chain equation based on the Jacobi elliptic function ideas

Uses Software

• Matlab

Cites Work

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