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MathGroup Archive 2000

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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
>
>



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