Matlab solver for Stiff Stochastic Differential Equation

5 views (last 30 days)
Hello,
I'm looking for a Matlab toolbox or function that can solve a stiff stochastic differential equation.
Is there anyone that could give me a recommendation?
Thanks,
Lucas Stolerman

Answers (1)

Dinesh Yadav
Dinesh Yadav on 22 Jan 2020
Hi
For solving Stiff ODE's you can refer to the following link.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!