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Student Support Forum: 'ItoProcess and Reaction-Diffusion' topicStudent Support Forum > General > "ItoProcess and Reaction-Diffusion"

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Andrea
04/12/13 04:28am

Dear all,
I am trying to simulate a stochastic differential equation in time and space, but I'm unsure if this can be done. The sde that I would like to study is:

dN[x,t]==N[x,t](1-N[x,t])dt + Sqrt[N[x,t]]dw + D[N[x,t],{x,2}]dt

Is this possible to simulate with ItoProcess?

Thank you,
Best,
Andrea

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