Browsing NTNU Open by Author "Halvorsen, Gaute"
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Numerical Solution of Stochastic Differential Equations by use of Path Integration: A study of a stochastic Lotka-Volterra model
Halvorsen, Gaute (Master thesis, 2011)Some theory of real and stochastic analysis in order to introduce the Path Integration method in terms of stochastic operators. A theorem presenting sufficient conditions for convergence of the Path Integration method is ...