Performance of Eular-Maruyama, 2-stage SRK and 4-stage SRK in approximating the strong solution of stochastic model
Stochastic differential equations play a prominent role in many application areas including finance, biology and epidemiology. By incorporating random elements to ordinary differential equation system, a system of stochastic differential equations (SDEs) arises. This leads to a more complex insight...
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Main Authors: | Norhayati Rosli,, Arifah Bahar,, Yeak, Su Hoe, Haliza Abdul Rahman,, Madihah Md. Salleh, |
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格式: | Article |
語言: | English |
出版: |
Universiti Kebangsaan Malaysia
2010
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在線閱讀: | http://journalarticle.ukm.my/7416/1/01_Md_Yeaminhossain.pdf http://journalarticle.ukm.my/7416/ http://www.ukm.my/jsm/english_journals/vol39num5_2010/contentsVol39num5_2010.html |
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