Wiener functional, integrals, and stochastic differential equations solutions using euler-maruyama, picard, and whep computer simulation study / Waleed Shawki Mohammed Abdalsalam Khedr ; Supervised Magdy A. Eltawil , Iman R. Elmaghrapi

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Waleed Shawki Mohammed Abdalsalam Khedr

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TextLanguage: English Publication details: Cairo : Waleed Shawki Mohammed Abdalsalam Khedr , 2012Description: 113 P. : charts ; 30cmOther title:

دوال فينر و تكاملاتها و حل المعادلات التفاضلية العشوائية بإستعمال طرق أويلر - مارياما و بيكارد و وب : دراسة محاكاة بالحاسب [Added title page title]

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Dissertation note: Thesis (M.Sc.) - Cairo University - Faculty of Engineering - Department of Mathematics and Physics Summary: Solving stochastic differential equations (SDE) provides practical insight for the behavior of a certain model or phenomenon. However, reaching a solution is a closed form is not always possible or even easy. Many numerical approaches were suggested to overcome this problem. Tracing these approaches; the numerical representation of one known stochastic process-wiener process-is provided in this study

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Item type	Current library	Home library	Call number	Copy number	Status	Barcode
Thesis	قاعة الرسائل الجامعية - الدور الاول	المكتبة المركزبة الجديدة - جامعة القاهرة	Cai01.13.10.M.Sc.2012.Wa.W (Browse shelf(Opens below))		Not for loan	01010110058686000
CD - Rom	مخـــزن الرســائل الجـــامعية - البدروم	المكتبة المركزبة الجديدة - جامعة القاهرة	Cai01.13.10.M.Sc.2012.Wa.W (Browse shelf(Opens below))	58686.CD	Not for loan	01020110058686000

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Thesis (M.Sc.) - Cairo University - Faculty of Engineering - Department of Mathematics and Physics

Solving stochastic differential equations (SDE) provides practical insight for the behavior of a certain model or phenomenon. However, reaching a solution is a closed form is not always possible or even easy. Many numerical approaches were suggested to overcome this problem. Tracing these approaches; the numerical representation of one known stochastic process-wiener process-is provided in this study

Issued also as CD

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