NUMERICAL DISCRETIZATION OF STOCHASTIC OSCILLATORS WITH GENERALIZED NUMERICAL INTEGRATORS

Sirma, A; Kosker, R; Akat, M

Akat, M (corresponding author), Ozyegin Univ, Dept Int Finance, Istanbul, Turkey.

THERMAL SCIENCE, 2021; 25 (): S65

Abstract

In this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation of constants formula u......

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