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MAPLE for Stochastic Differential Equations

Title data

Cyganowski, Sascha ; Grüne, Lars ; Koeden, Peter:
MAPLE for Stochastic Differential Equations.
In: Blowey, James F. ; Coleman, John P. ; Craig, Alan W. (ed.): Theory and Numerics of Differential Equations : Durham 2000. - Berlin ; Heidelberg : Springer , 2001 . - pp. 127-177 . - (Universitext )
ISBN 978-3-662-04354-7
DOI: https://doi.org/10.1007/978-3-662-04354-7_3

Abstract in another language

This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: MAPLE software package; Stochastic calculus; Stochastic differential equations
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Result of work at the UBT: No
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Date Deposited: 23 Feb 2021 08:37
Last Modified: 23 Mar 2021 09:13
URI: https://eref.uni-bayreuth.de/id/eprint/63317