Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise-Reference-Cited by-同舟云学术

Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise

Published:2015-02-26 Issue:1 Volume:2015 Page:
ISSN:1687-1847
Container-title:Advances in Difference Equations
language:en
Short-container-title:Adv Differ Equ

Author:

Khodabin Morteza,Rostami Majid

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Algebra and Number Theory,Analysis

Link

http://link.springer.com/content/pdf/10.1186/s13662-015-0398-6.pdf

Reference18 articles.

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2. Khodabin M, Maleknejad K, Rostami M, Nouri M: Numerical solution of stochastic differential equations by second order Runge-Kutta methods. Math. Comput. Model. 2011, 53: 1910-1920. 10.1016/j.mcm.2011.01.018

3. Khodabin M, Maleknejad K, Rostami M, Nouri M: Interpolation solution in generalized stochastic exponential population growth model. Appl. Math. Model. 2012, 36: 1023-1033. 10.1016/j.apm.2011.07.061

4. Soboleva TK, Pleasants AB: Population growth as a nonlinear stochastic process. Math. Comput. Model. 2003, 38: 1437-1442. 10.1016/S0895-7177(03)90147-6

5. Koskodan R, Allen E: Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation. Math. Comput. Model. 2008, 48: 1775-1786. 10.1016/j.mcm.2007.06.032

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