## Title data

Cyganowski, Sasha ; Grüne, Lars ; Kloeden, 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
: Springer
,
2001
. - pp. 127-177

ISBN 978-3-662-04354-7

DOI: https://doi.org/10.1007/978-3-662-04354-7_3

## Related URLs

## 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: | 09 Jan 2024 12:49 |

URI: | https://eref.uni-bayreuth.de/id/eprint/63317 |