SDE Simulation in One Click: Fiction or Reality?

Bibliographic Details
Parent link:Advances in Computer Science Research
Vol. 72 : Information technologies in Science, Management, Social sphere and Medicine (ITSMSSM 2017).— 2017.— [P. 434-437]
Main Author: Barysheva A.
Corporate Author: National Research Tomsk Polytechnic University (TPU)
Other Authors: Markov A. Alexander
Summary:Title screen
Stochastic differential equations (further referred to as SDEs) and the models based on SDE are widely used to describe stochastic processes in virtually any area of human activity, such as biology or finance. Unlike an analytical approach to solving SDE, the simulation methods allow to significantly increase the range of practical problems, which examples are given in the paper. Capture III describes the result of the comparative analysis of existing programming tools for SDE simulation, their advantages and shortcomings. It was shown that none of the existing tools completely meet the requirements formulated in Chapter III for the tool's functionality used for building a simulation model.
Published: 2017
Subjects:
Online Access:http://dx.doi.org/10.2991/itsmssm-17.2017.91
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=657532