Title of article
Simulation Method for Solving Stochastic Differential Equations with Constant Diffusion Coefficients
Author/Authors
Fathi Vajargah، Behrouz نويسنده Department of statistics, University Of Guilan, Rasht, Iran , , Asghari، Rahim نويسنده Departments of Applied Mathematics, University of Guilan, Rasht, Iran ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
5
From page
28
To page
32
Abstract
In the present paper a simulation method is presented for solving stochastic differential equations (SDEs). It was based on probability and statistics theory, so called random sampling or statistical test method. At the present paper, SDEs with initial conditions are considered. Some Numerical examples also are presented to confirm the efficiency.
Journal title
The Journal of Mathematics and Computer Science(JMCS)
Serial Year
2014
Journal title
The Journal of Mathematics and Computer Science(JMCS)
Record number
1756011
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