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    Construction of analytical solutions to systems of two stochastic differential equations by Navickas Zenonas, Telksniene Inga, Telksnys Tadas, Marcinkevicius Romas, Ragulskis Minvydas

    Published 2023-11-01
    “…A scheme for the stochastization of systems of ordinary differential equations (ODEs) based on Itô calculus is presented in this article. Using the presented techniques, a system of stochastic differential equations (SDEs) can be constructed in such a way that eliminating the stochastic component yields the original system of ODEs. …”
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