Numerical Solution of Stochastic Differential Equations
Dissertation is : numerical solution of stocastic differential equation (SDEs) Chapter 1: introduction Chapter 2: ( 1- Euler-maruyama 2- Milstein and derivative 3- Runge-kutta Chapter 3: Numerical solution Explain and analyse the equation using matlab or C++ or java Chapter 4: ( 5 pages ) Conclusion and recommendation
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