Douglas J. Henderson, Peter Plaschko
Abstract
Stochastic Variables and Stochastic Processes Stochastic Differential Equations The Fokker-Planck Equation Advanced Topics Numerical Solutions of Ordinary Stochastic Differential Equations.
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Stochastic Variables and Stochastic Processes Stochastic Differential Equations The Fokker-Planck Equation Advanced Topics Numerical Solutions of Ordinary Stochastic Differential Equations.
Key concepts: Stochastic differential equation, Stochastic partial differential equation, Runge–Kutta method, Mathematics, Ordinary differential equation, Continuous-time stochastic process, Applied mathematics, Differential algebraic equation