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Digital simulation of Poisson stochastic differential equations

 

作者: DAVIDJ. WRIGHT,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1980）
卷期: Volume 11, issue 6  

页码: 781-785

 

ISSN:0020-7721

 

年代: 1980

 

DOI:10.1080/00207728008967053

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A simple transformation between ‘ I to ’ and ‘ ordinary ’ Poisson stochastic differential equations is obtained for the scalar, time-dependent case. This is used to specify numerical simulation procedures applicable to the respective equations. Four numerical examples are given which show the relative accuracy of the different methods.

 

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