NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS
type: Item
instance of: scholarly article
title: NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS
zbMATH Open document ID: 1228.65012
DOI: 10.4134/CKMS.2011.26.4.709
published in: Communications of the Korean Mathematical Society
publication date: 2011-11-10T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 65L05
zbMATH DE Number: 5970090
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: continuous distribution function
zbMATH Keywords: confidence interval
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: Runge-Kutta method
zbMATH Keywords: numerical results
Wikidata QID: Q115216064
MaRDI profile type: Publication
description: scientific article