Computer Simulation of Stochastic Models with SDE-Solver Software Package

Aleksander Janicki, Adam Izydorczyk, Przemyslaw Gradalski. Computer Simulation of Stochastic Models with SDE-Solver Software Package. In Peter M. A. Sloot, David Abramson, Alexander V. Bogdanov, Jack Dongarra, Albert Y. Zomaya, Yuri E. Gorbachev, editors, Computational Science - ICCS 2003, International Conference, Melbourne, Australia and St. Petersburg, Russia, June 2-4, 2003. Proceedings, Part I. Volume 2657 of Lecture Notes in Computer Science, pages 361-370, Springer, 2003. [doi]

Abstract

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