Digital simulation of Poisson stochastic differential equations

DOI10.1080/00207728008967053zbMath0435.60060OpenAlexW2010864242MaRDI QIDQ3875040

David J. Wright

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967053

zbMATH Keywords

digital simulationPoisson stochastic differential equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random number generation in numerical analysis (65C10)

Related Items (2)

Strong approximations of stochastic differential equations with jumps ⋮ A survey of numerical methods for stochastic differential equations

Cites Work

• Modeling and analysis of stochastic differential equations driven by point processes
• The digital simulation of stochastic differential equations

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