On One-Step Method of Euler-Maruyama Type for Solution of Stochastic Differential Equations Using Varying Stepsizes

Journals Menu

Follow SCIRP

ISSN Print: 2333-9705
ISSN Online: 2333-9721
www.scirp.org/journal/oalibj
E-mail: service@oalib.com

Citations

"On One-Step Method of Euler-Maruyama Type for Solution of Stochastic Differential Equations Using Varying Stepsizes"
written by Sunday Jacob Kayode, Akeem Adebayo Ganiyu, Adegoke Sule Ajiboye,
published by Open Access Library Journal, Vol.3 No.1, 2016

has been cited by the following article(s):

[1]	Pak. J. Statist. 2024 Vol. 40 (1), 137-150 TO APPROXIMATE DISTRIBUTIONS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
	Pak. J. Statist, 2024

[2]	Parameters and dynamical graphs analysis about the new dynamics traveling wave solutions of longitudinal bud equation in a magneto-electro-elastic round rod
	Modern Physics Letters B, 2023

[3]	Abundant Exact Soliton Solutions of the (2+ 1)‐Dimensional Heisenberg Ferromagnetic Spin Chain Equation Based on the Jacobi Elliptic Function Ideas
	Advances in Mathematical Physics, 2022

[4]	Abundant Exact Soliton Solutions of the ()-Dimensional Heisenberg Ferromagnetic Spin Chain Equation Based on the Jacobi Elliptic Function Ideas
	Advances in Mathematical Physics, 2022

[5]	Pandemiforsikring
	2021

[6]	An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations
	2020

[7]	Applied Mathematics and Nonlinear Sciences
	2020

[8]	Development of a New One-Step Scheme for the Solution of Initial Value Problem (IVP) in Ordinary Differential Equations
	International Journal of Theoretical and Applied Mathematics, 2017

[9]	On varying time-step in the analytical solution of black-scholes option price model (BSOPM) with and without a drift
	2016

[1]	Data Analytics and AI for Quantitative Risk Assessment and Financial Computation Advances in Computational Intelligence and Robotics, 2024 DOI:10.4018/979-8-3693-6215-0.ch007

[2]	Abundant Exact Soliton Solutions of the ( 2 + 1 )-Dimensional Heisenberg Ferromagnetic Spin Chain Equation Based on the Jacobi Elliptic Function Ideas Advances in Mathematical Physics, 2022 DOI:10.1155/2022/7422491

[3]	An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations Applied Mathematics and Nonlinear Sciences, 2020 DOI:10.2478/amns.2020.1.00031

[4]	An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations Applied Mathematics and Nonlinear Sciences, 2020 DOI:10.2478/amns.2020.1.00031

[5]	An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations Applied Mathematics and Nonlinear Sciences, 2020 DOI:10.2478/amns.2020.1.00031

[6]	An Application of New Method to Obtain Probability Density Function of Solution of Stochastic Differential Equations Applied Mathematics and Nonlinear Sciences, 2020 DOI:10.2478/amns.2020.1.00031

Follow SCIRP