Algorithmic Introduction to Numerical Stochastic DiffEQs
Code associated with Higham paper: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochast...
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Cite As
Dani A (2026). Algorithmic Introduction to Numerical Stochastic DiffEQs (https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.1), GitHub. Retrieved .
Higham., Desmond J. “An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations.” SIAM Review, vol. 43, no. 3, Society for Industrial & Applied Mathematics (SIAM), Jan. 2001, pp. 525–46, doi:10.1137/s0036144500378302.
General Information
- Version 1.1 (7.51 KB)
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View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.1 | See release notes for this release on GitHub: https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.1 |
||
| 1.0 | See release notes for this release on GitHub: https://github.com/JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations/releases/tag/v1.0 |
