The approximate solutions of some stochastic differential equations using transformations

Applied Mathematics and Computation

Volumn 164, Issue 1, 2005, Pages 167-178

  El Tawil, Magdy A ^a  

^a CAIRO UNIVERSITY   (Egypt)

Author keywords

Numerical methods; Probabilistic numerical analysis; Random variable transformation; Stochastic differential equations

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL TRANSFORMATIONS; NUMERICAL METHODS; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING; RUNGE KUTTA METHODS;

DETERMINISTIC NUMERICAL TECHNIQUES (DNT); PROBABILISTIC NUMERICAL ANALYSIS; RANDOM VARIABLE TRANSFORMATIONS; STOCHASTIC DIFFERENTIAL EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 14844358219     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.04.062     Document Type: Article

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