Algorithmic Introduction to Numerical Stochastic DiffEQs

バージョン 1.1 (7.51 KB) 作成者: Dani Agramonte

Code associated with Higham paper: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochast...

フォロー

0.0

(0)

ダウンロード: 37

更新 2022/9/21

GitHub でライセンスを表示

Code associated with the paper "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations" by Desmond J. Higham. Original link given in paper (http://www.maths.strath.ac.uk/~aas96106/algfiles.html) has been deprecated.

引用

Dani Agramonte (2025). Algorithmic Introduction to Numerical Stochastic DiffEQs (https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.1), GitHub. February 19、2025に取得済み.

Higham., Desmond J. “An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations.” SIAM Review, vol. 43, no. 3, Society for Industrial & Applied Mathematics (SIAM), Jan. 2001, pp. 525–46, doi:10.1137/s0036144500378302.

その他のスタイルを見る

MATLAB リリースの互換性

作成: R2022b

すべてのリリースと互換性あり

プラットフォームの互換性

Windows macOS Linux

タグタグを追加

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

バージョン	公開済み	リリースノート
1.1	2022/9/21	See release notes for this release on GitHub: https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.1	ダウンロード
1.0	2022/9/21	See release notes for this release on GitHub: https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.0	ダウンロード

この GitHub アドオンでの問題を表示または報告するには、GitHub リポジトリにアクセスしてください。

MLA	Higham., Desmond J. “An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations.” SIAM Review, vol. 43, no. 3, Society for Industrial & Applied Mathematics (SIAM), Jan. 2001, pp. 525–46, doi:10.1137/s0036144500378302.
APA	Higham., D. J. (2001). An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations. SIAM Review, 43(3), 525–546. Society for Industrial & Applied Mathematics (SIAM). Retrieved from https://doi.org/10.1137%2Fs0036144500378302
BibTeX	@article{Higham__2001, doi = {10.1137/s0036144500378302}, url = {https://doi.org/10.1137%2Fs0036144500378302}, year = 2001, month = {jan}, publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})}, volume = {43}, number = {3}, pages = {525--546}, author = {Desmond J. Higham.}, title = {An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations}, journal = {{SIAM} Review} }

Algorithmic Introduction to Numerical Stochastic DiffEQs

引用

MATLAB リリースの互換性

プラットフォームの互換性

タグ タグを追加

Community Treasure Hunt

ライブ エディターを体験する

タグタグを追加

ライブエディターを体験する