Wong-Zakai Method Applications for Explicitly Solvable Stochastic Differential Equations
Süleyman Şengül & Mehmet Merdan · Journal of Advances in Mathematics and Computer Science · 2019
In this study, three Ito stochastic differential equations with multiplicative noise are investigated with Wong-Zakai method. The stochastic differential equations are also analyzed by Euler-Maruyama, Milstein and Runge Kutta stochastic approximation methods. The relative errors...
Open access
Research Article
10.9734/jamcs/2019/v34i1-230202