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
a downloadable Mathematica package and example for Ito's Lemma written by
Mark Fisher of the Atlanta Fed.
Wolfram Research, Inc.
> -----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
> 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
> Any ideas?
Prev by Date:
Re: About N in Mathematica 4
Next by Date:
Re: just doesn't work
Previous by thread:
Re: Stochastic differential equations
Next by thread:
About N in Mathematica 4