A numerical method for some stochastic differential equations with multiplicative noise

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 344, Issue 2-4, 2005, Pages 149-155

  Doering, Charles R ^a   Sargsyan, Khachik V ^a   Smereka, Peter ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION; GAUSSIAN NOISE (ELECTRONIC); NUMERICAL METHODS; ORDINARY DIFFERENTIAL EQUATIONS; PHASE NOISE;

APPROXIMATE SOLUTION; CONTINUOUS STATE SPACE; EXACT ANALYTIC SOLUTIONS; MULTIPLICATIVE NOISE; STATIONARY CORRELATION; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS; STOCHASTIC PARTIAL DIFFERENTIAL EQUATION;

STOCHASTIC SYSTEMS;

EID: 24044442615     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2005.06.045     Document Type: Article

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