Computational Methods For Stochastic Differential Equations Engineering Essay
As more applied scientific discipline research workers areA trying to utilize Stochastic Differential Equations ( SDEs ) in their mold, particularly when affecting Fractional Brownian Motion ( fBM ) , one common issue appears: an exact solution can non ever be found. Therefore, in this paper, we test assorted Numerical methods in work outing SDEs with standard BM that have non-linear coefficients. In add-on we […]