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

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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...

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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/7416/1/01_Md_Yeaminhossain.pdf

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