Construction of analytical solutions to systems of two stochastic differential equations
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 yi...
Gardado en:
| Principais autores: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
De Gruyter
2023-11-01
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| Series: | Open Mathematics |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1515/math-2023-0136 |
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