A semi-analytic explicit integrator for stochastic differential equations driven by multidimensional linear multiplicative noise | Zendy

H. de la Cruz | Zendy

Open Access

A 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

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