Numerical methods for simulation of stochastic differential equations


Bayram M., Partal T., Buyukoz G. O.

ADVANCES IN DIFFERENCE EQUATIONS, 2018 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume:
  • Publication Date: 2018
  • Doi Number: 10.1186/s13662-018-1466-5
  • Journal Name: ADVANCES IN DIFFERENCE EQUATIONS
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Keywords: stochastic differential equations, Monte Carlo methods, Euler-Maruyama method, Milstein method