MAPLE for Stochastic Differential Equations

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.