RE: Stochastic differential equations
- To: mathgroup at smc.vnet.net
- Subject: [mg25409] RE: [mg25352] Stochastic differential equations
- From: "Todd Stevenson" <todds at wolfram.com>
- Date: Fri, 29 Sep 2000 01:07:00 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
http://www.mathsource.com/Content/Applications/EconomicsFinance/0211-015 is a downloadable Mathematica package and example for Ito's Lemma written by Mark Fisher of the Atlanta Fed. ----------------------- Todd Stevenson Product Manager Wolfram Research, Inc. (217)398-0700, ext.#269 ----------------------- > -----Original Message----- > From: owner-wri-mathgroup [mailto:owner-wri-mathgroup]On Behalf Of To: mathgroup at smc.vnet.net > Emily.A.Grimm at sf.frb.org > Sent: Saturday, September 23, 2000 2:37 AM > To: mathgroup at smc.vnet.net > Subject: [mg25409] [mg25352] Stochastic differential equations > > > Hi, > In the 1992 archives, someone asked: > > Has anybody added any facilities for solving stochastic > differential equations > by adding rules like Ito's Lemma to Mathematica ?? > > This is my exact question, but I didn't see any offered answers in the > archive. > Any ideas? > > Thanks! > Emily > >