Explicit runge-kutta methods for solving stochastic differential equations
Joint Authors
Fadil, Fadil Subhi
Abd al-Amir A. A.
Source
Journal of Basrah Researches : Sciences
Issue
Vol. 37, Issue 4C (30 Sep. 2011), pp.300-313, 14 p.
Publisher
University of Basrah College of Education for Pure Sciences
Publication Date
2011-09-30
Country of Publication
Iraq
No. of Pages
14
Main Subjects
Abstract EN
TThe main objective of this paper is to derive explicit Runge-Kutta methods for solving stochastic ordinary differential equations numerically using modified approach for the derivation of the explicit Runge-Kutta method.
This derivation based on the using stochastic Taylor series expansion for the deterministic and stochastic parts of the stochastic differential equation.
American Psychological Association (APA)
Fadil, Fadil Subhi& Abd al-Amir A. A.. 2011. Explicit runge-kutta methods for solving stochastic differential equations. Journal of Basrah Researches : Sciences،Vol. 37, no. 4C, pp.300-313.
https://search.emarefa.net/detail/BIM-286332
Modern Language Association (MLA)
Fadil, Fadil Subhi& Abd al-Amir A. A.. Explicit runge-kutta methods for solving stochastic differential equations. Journal of Basrah Researches : Sciences Vol. 37, no. 4C (Sep. 2011), pp.300-313.
https://search.emarefa.net/detail/BIM-286332
American Medical Association (AMA)
Fadil, Fadil Subhi& Abd al-Amir A. A.. Explicit runge-kutta methods for solving stochastic differential equations. Journal of Basrah Researches : Sciences. 2011. Vol. 37, no. 4C, pp.300-313.
https://search.emarefa.net/detail/BIM-286332
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 313
Record ID
BIM-286332