欧拉-丸山法
Sign in to savemethod for the approximate numerical solution of stochastic differential equations
In the Vinony graph
Vinony's link graph records 55 inbound references to 欧拉-丸山法, and connects out to Leonhard Euler, International Standard Book Number and numerical analysis.
It is catalogued under topics including Leonhard Euler, Numerical differential equations and Stochastic differential equations.
Vinony links it to 7 Wikipedia language editions.
Article · 中文
欧拉-丸山法是用数值求解随机微分方程（SDE）的方法，是欧拉法求解常微分方程（ODE）在随机微分方程上的推广。此方法以欧拉和日本数学家命名。 考虑如下随机微分方程（见伊藤积分） 以及给定的初始条件，其中代表维纳过程，假定我们要求解在时间区间上的此方程，则使用此方法会得到的解，是马可夫链，其定义如下： * 将区间[0, T] 划分为 N 个相等子区间 : * 令 Y0 = x0; * 写成迭代的形式其中
Abstract from DBpedia / Wikipedia · CC BY-SA
Connections
Leonhard Euler
Entity
International Standard Book Number
Entity
numerical analysis
Entity
International Standard Serial Number
Entity
normal distribution
Entity
Taylor series
Entity
random variable
Entity
Euler's formula
Entity
variance
Entity
expectation
Entity
ordinary differential equation
Entity
Euler's identity
Entity
gene expression
Entity
Markov chain
Entity
Euler–Mascheroni constant
Entity
mathematical biology
Entity
Euler's theorem
Entity
Euler–Lagrange equation
Entity
Euler method
Entity
Euler equations
Entity