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

Publié en ligne: 11 nov. 2023

Reçu: 23 janv. 2023

Accepté: 22 mai 2023

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

Mots clés

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

© 2023 Ting Zhang, published by Sciendo

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