Convergence of numerical solution of stochastic differential equation for the self-thinning process

For theoretical and practical analysis of the self-thinning process we use stochastic differential equation, which take the form: dN (t) = N (t) (α - β ln N (t))dt + μN (t)dW (t), N(t0) = N0, t0 ≤ t ≤ T, where N – tree per hectare (stem/ha), t – stand age, W(t) – scalar standard Brownian motion...

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Bibliographic Details
Main Author: Petras Rupšys
Format: Article
Language:English
Published: Vilnius University Press 2002-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://www.zurnalai.vu.lt/LMR/article/view/32840