Comparative study of stochastic Taylor methods and derivative-free methods for stochastic differential equations
Ordinary differential equations (ODEs) have been widely used to model the dynamical behaviour of biological and physical systems. However, modelling these systems using deterministic model such as ODEs is inadequate as the system is subjected to the uncontrolled factors of environmental noise. Stoch...
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
IOP Publishing Ltd
2021
|
| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/35372/1/Comparative%20study%20of%20stochastic%20taylor%20methods%20and%20derivative-free%20methods.pdf |