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MathGroup Archive 1992

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S.D.E. with Mathematica??

  • To: mathgroup at yoda.physics.unc.edu
  • Subject: S.D.E. with Mathematica??
  • From: Alex Polymenopoulos <POLYMENO at ibrdvm1.bitnet>
  • Date: Sun, 13 Sep 92 14:09:15 EDT

Has anybody added any facilities for solving stochastic differential equations
by adding rules like Ito's Lemma to Mathematica ??

Alex Polymenopoulos <POLYMENO at IBRDVM1.bitnet>





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