ملخص
In this paper, by means of the variational iteration method, numerical solutions are computed for some stochastic models, without any linearization or weak assumptions. Two stochastic models, the Fokker-Planck equation for non-equilibrium statistical systems and the Black-Scholes model for pricing stock options, are solved numerically. In this approach, the solution is found in the form of a convergent series with easily computed components. The behavior of the approximate solutions is shown graphically.
اللغة الأصلية | English |
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الصفحات (من إلى) | 2724-2732 |
عدد الصفحات | 9 |
دورية | Computers and Mathematics with Applications |
مستوى الصوت | 56 |
رقم الإصدار | 10 |
المعرِّفات الرقمية للأشياء | |
حالة النشر | Published - نوفمبر 2008 |
منشور خارجيًا | نعم |
ASJC Scopus subject areas
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