Sasha Cyganowski, Lars Grüne,
Peter E. Kloeden:
MAPLE for Stochastic Differential Equations
(J.F. Blowey, J.P. Coleman, A.W. Craig, eds.,
Theory
and Numerics of Differential Equations,
Springer Verlag(2001), 127-178)
Abstract:
This paper introduces the MAPLE software package stochastic
consisting of MAPLE routines for stochastic calculus and
stochastic differential equations and for constructing basic numerical
methods for specific stochastic differential equations, with simple
examples illustrating the use of the routines.
PS-File:
maplesde.ps.gz, 107137 Bytes,
PDF-File:
maplesde.pdf,
344287 Bytes
Additional Material:
MAPLE-Worksheet containing the examples from the paper:
maplesde.mw (Maple 9 and newer),
maplesde.mws (Maple 8 and older)
MAPLE stochastic package:
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Transparencies of Peter Kloeden's lectures at the Durham Summer School:
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