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Numerical solutions of SDE

• To: mathgroup at smc.vnet.net
• Subject: [mg64874] Numerical solutions of SDE
• From: "Steeve Brechmann \(schumi\)" <steevebrechmann at yahoo.ca>
• Date: Mon, 6 Mar 2006 05:01:30 -0500 (EST)
• Sender: owner-wri-mathgroup at wolfram.com

Hi everyone,
   
  Does someone know where can i find some Mathematica program that numerically solve stochastic differential equations (like the book of Peter E. Kloeden : Numerical solutions of stochastic differential equations) ?
   
  Regards, 
   
  Steeve Brechmann
   

• Follow-Ups:
  • Re: Numerical solutions of SDE
    • From: Andrzej Kozlowski <akoz@mimuw.edu.pl>