Matlab solver for Stiff Stochastic Differential Equation

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Lucas Martins Stolerman
Lucas Martins Stolerman 2020 年 1 月 9 日
回答済み: Dinesh Yadav 2020 年 1 月 22 日
Hello,
I'm looking for a Matlab toolbox or function that can solve a stiff stochastic differential equation.
Is there anyone that could give me a recommendation?
Thanks,
Lucas Stolerman

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回答 (1 件)

Dinesh Yadav
Dinesh Yadav 2020 年 1 月 22 日
Hi
For solving Stiff ODE's you can refer to the following link.
https://www.mathworks.com/help/matlab/math/solve-stiff-odes.html

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