Algorithmic Introduction to Numerical Stochastic DiffEQs

Code associated with Higham paper: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
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Updated 21 Sep 2022
Code associated with the paper "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations" by Desmond J. Higham. Original link given in paper (http://www.maths.strath.ac.uk/~aas96106/algfiles.html) has been deprecated.

Cite As

Dani Agramonte (2024). Algorithmic Introduction to Numerical Stochastic DiffEQs (https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.1), GitHub. Retrieved .

Higham., Desmond J. “An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations.” SIAM Review, vol. 43, no. 3, Society for Industrial & Applied Mathematics (SIAM), Jan. 2001, pp. 525–46, doi:10.1137/s0036144500378302.

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Created with R2022b
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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.