Wong-Zakai method for stochastic differential equations in engineering
نویسندگان
چکیده
In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equations in engineering sciences. approximate solutions of the analyzed and numerical results compared with from popular schemes such as Euler-Maruyama Milstein methods. Several problems containing noise investigated examples. Results show that method is a reliable tool studying can be used an alternative known techniques models.
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ژورنال
عنوان ژورنال: Thermal Science
سال: 2021
ISSN: ['0354-9836', '2334-7163']
DOI: https://doi.org/10.2298/tsci200528014s