SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
Stochastic fluid dynamics extends classical fluid mechanics by incorporating randomness and uncertainty directly into the governing equations. This approach utilises stochastic differential equations ...
Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
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