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,
格式: Article
语言:English
出版: Universiti Kebangsaan Malaysia 2010
在线阅读: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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