Numerical method for solving stochastic differential equations with Poissonian white shot noise

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 76, Issue 1, 2007, Pages

  Kim, Changho ^a   Lee, Eok Kyun ^a   Hänggi, Peter ^b   Talkner, Peter ^b  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b UNIVERSITY OF AUGSBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; DISCRETE TIME CONTROL SYSTEMS; INTEGRAL EQUATIONS; INTEGRATION; PROBLEM SOLVING; RANDOM PROCESSES; SHOT NOISE;

NUMERICAL INTEGRATION; POISSONIAN NOISE APPROACHES; STOCHASTIC DIFFERENTIAL EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 34547144165     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.76.011109     Document Type: Article

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