Performance of Eular-Maruyama, 2-stage SRK and 4-stage SRK in approximating the strong solution of stochastic model

Stochastic differential equations play a prominent role in many application areas including finance, biology and epidemiology. By incorporating random elements to ordinary differential equation system, a system of stochastic differential equations (SDEs) arises. This leads to a more complex insight...

Full description

Bibliographic Details
Main Authors: Norhayati Rosli, Arifah Bahar, Yeak, Su Hoe, Haliza Abdul Rahman, Madihah Md. Salleh
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2010
Online Access:http://journalarticle.ukm.my/7416/
http://journalarticle.ukm.my/7416/
http://journalarticle.ukm.my/7416/1/01_Md_Yeaminhossain.pdf

Similar Items