Numerical Solution of Stochastic Differential Equations
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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
Sobre Mim
Data and Software Engineer expert with experience in big tech companies (FAANG). Lot of experience on software engineering using Python, Scala and Java. Batch and Realtime streaming.
