• Media type: E-Article; E-Article; Text
  • Title: Maple for Stochastic Differential Equations
  • Contributor: Grüne, L. [Author]; Kloeden, Peter E. [Author]; Cyganowski, Sasha [Author]
  • Published: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2001
  • Language: English
  • DOI: https://doi.org/10.1007/978-3-662-04354-7_3
  • Keywords: MAPLE -- stochastic differential equations ; article
  • Origination:
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  • Description: This chapter introduces the maple software package stochastic consisting of maple routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines. A website address is given from which the software can be downloaded and where up to date information about installment, new developments and literature can be found.