An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations

Published Online: Mar 31, 2020

Page range: 337 - 348

Received: Jun 15, 2019

Accepted: Aug 10, 2019

DOI: https://doi.org/10.2478/amns.2020.1.00031

Keywords

generalized entropy optimization methods, stochastic differential equation model, Euler–Maruyama Method

© 2020 Nihal İnce et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.