Re: [Q] SDEs (Stochastic Differential Equations) in Mathematica
- To: mathgroup at smc.vnet.net
- Subject: [mg39365] Re: [Q] SDEs (Stochastic Differential Equations) in Mathematica
- From: Paul Abbott <paul at physics.uwa.edu.au>
- Date: Thu, 13 Feb 2003 04:51:43 -0500 (EST)
- Organization: The University of Western Australia
- References: <b10e70$mqt$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
In article <b10e70$mqt$1 at smc.vnet.net>, Janusz Kawczak <jkawczak at math.uncc.edu> wrote: > Group Members, > > does anyone know whether there exists an implementation of the > numerical methods for the SDE like in the book by Kloeden & Platen > "Numerical Solution of Stochastic Differential Equations" in > Mathematica? See http://math.ucsd.edu/~williams/courses/math286.html and http://www.warwick.ac.uk/statsdept/staff/WSK/ca.html Cheers, Paul