STABILITY OF RICCATI STOCHASTIC DIFFERENTIAL EQUATION
الملخص
In this work, we study the numerical method for solving stability of Riccati stochastic differential equation, because of the difficulty of finding analytical solutions for many of the stochastic differential equations the Riccati method was used. Numerical simulations for different selected examples are implemented. In addition, the absolute error, the linear stability are supported by numerical tests problems
التنزيلات
المراجع
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