Variable substitution methods in the solution of stochastic ordinary differential equations and their applications

Published Online: Nov 11, 2023

Received: Jan 23, 2023

Accepted: May 22, 2023

DOI: https://doi.org/10.2478/amns.2023.2.01097

Keywords

Stochastic ordinary differential equations, Euler-Maruyama, Numerical solution, Variable substitution, Convergence accuracy

© 2023 Ting Zhang, published by Sciendo

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