Um Método de Segunda Ordem Fraca para Equações Diferenciais Estocásticas com Saltos Markovianos
Resumo
Soluções de Equações Diferenciais Estocásticas Hibridas (EDEH) são muito empregadas paramodelar sistemas compostos por duas partes, uma tomando valores que variam de forma contínua e outra tomando valores em um conjunto discreto. [...]Downloads
Referências
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