MAPLE for Stochastic Differential Equations

S. Cyganowski, L. Grüne, P. E. Kloeden: MAPLE for Stochastic Differential Equations
in: Theory and Numerics of Differential Equations, J.F. Blowey, J.P. Coleman, A.W. Craig (eds.)
Springer Verlag, 2001, 127 - 178

Keywords: MAPLE software package; stochastic calculus; stochastic differential equations
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This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.

Additional Material:  

 MAPLE stochastic package: Download Site

Transparencies of Peter Kloeden's lectures at the Durham Summer School: Download Site

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