|
Numerical SDEs
|
|
FILE INFORMATION
Ranked as 35382 on our all-time top downloads list with 1157 downloads.
Ranked as 15228 on our top downloads list for the past seven days with 1 downloads.
|
sde.zip
|
|
Filename
|
sde.zip (Download)
|
|
Title
|
Numerical SDEs
|
|
Description
|
This zip file contains two programs, one for the stochastic Euler (Euler-Maruyama) Scheme for a pathwise approximation to a stochastic sde and another program for the Milstein program for a pathwise approximation to a stochastic process. Enjoy!
|
|
Author
|
Jeremy Lane (jerlanesde@gmail.com)
|
|
Category
|
TI-83/84 Plus BASIC Math Programs (Statistics)
|
|
File Size
|
762 bytes
|
|
File Date and Time
|
Fri Jun 17 01:47:12 2011
|
|
Documentation Included?
|
No
|
|
REVIEWS
There are no reviews for this file.
LEAVE FEEDBACK
Questions, comments, and problems regarding the file itself should be sent directly to the author(s) listed above.
Write a review for this file (requires a free account)
Report inappropriate or miscategorized file (requires an account; or you may email us directly)
If you have downloaded and tried this program, please rate it on the scale below
ARCHIVE CONTENTS
|
Archive Contents
|
|
Name
|
Size
|
| MILSTEIN.8xp | 352 |
| STOCHEUL.8xp | 289 |
|
|
|
|
|
