Evaluating methods for approximating stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Evaluating methods for approximating stochastic differential equations.
Models of decision making and response time (RT) are often formulated using stochastic differential equations (SDEs). Researchers often investigate these models using a simple Monte Carlo method based on Euler's method for solving ordinary differential equations. The accuracy of Euler's method is investigated and compared to the performance of more complex simulation methods. The more complex m...
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ژورنال
عنوان ژورنال: Journal of Mathematical Psychology
سال: 2006
ISSN: 0022-2496
DOI: 10.1016/j.jmp.2006.03.004