Open AccessA semi-analytic explicit integrator for stochastic differential equations driven by multidimensional linear multiplicative noise
Author(s) -
H. de la Cruz
Publication year - 2018
Publication title -
proceeding series of the brazilian society of computational and applied mathematics
Language(s) - English
Resource type - Conference proceedings
ISSN - 2359-0793
DOI - 10.5540/03.2018.006.02.0246
Subject(s) - integrator , multiplicative noise , stochastic differential equation , mathematics , multiplicative function , convergence (economics) , noise (video) , stochastic partial differential equation , dynamical systems theory , linear system , differential equation , computer science , mathematical analysis , computer network , bandwidth (computing) , signal transfer function , digital signal processing , artificial intelligence , analog signal , economics , image (mathematics) , economic growth , computer hardware , physics , quantum mechanics