Assessment of Stochastic Numerical Schemes for Stochastic Differential Equations with “White Noise” Using Itô’s Integral
Stochastic Differential Equations (SDEs) model physical phenomena dominated by stochastic processes. They represent a method for studying the dynamic evolution of a physical phenomenon, like ordinary or partial differential equations, but with an additional term called “noise” that represents a pert...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-11-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/15/11/2038 |