Numerical Solution of Stochastic Differential Equations
tekijä WebDesignall
Dissertation is : numerical solution of stocastic differential equation (SDEs) Chapter 1: introduction Chapter 2: ( 1- Euler-maruyama 2- Milstein and derivative 3- Runge-kutta Chapter 3: Numerical solution Explain and analyse the equation using matlab or C++ or java Chapter 4: ( 5 pages ) Conclusion and recommendation
Tietoa minusta
I’m very creative, fast learning new theories and languages, with the ability to work as a leader and achieve synergy in a team, highly proficient in troubleshooting and analysis solutions. Good communicator, enthusiastic and passionate for the completion of tasks in time and with the highest quality, very efficient to work under pressure.
