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

Pubblicato online: 11 nov 2023

Ricevuto: 23 gen 2023

Accettato: 22 mag 2023

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

Parole chiave

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.