Affiliation:
1. Department of Mathematics, National Institute of Technology Rourkela, Rourkela 769008, India
Abstract
In this paper, numerical solutions of the stochastic Fisher equation have been obtained by using a semi-implicit finite difference scheme. The samples for the Wiener process have been obtained from cylindrical Wiener process and Q-Wiener process. Stability and convergence of the proposed finite difference scheme have been discussed scrupulously. The sample paths obtained from cylindrical Wiener process and Q-Wiener process have also been shown graphically.
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Modelling and Simulation
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献