GitHub - vreshniak/Split-step-Milstein: Split step Misltein schemes for multidimensional multiplicative SDEs

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
test_scripts		test_scripts
.gitattributes		.gitattributes
BrownianMotion.m		BrownianMotion.m
DiffusionMatrix.m		DiffusionMatrix.m
DriftVector.m		DriftVector.m
EulerMaruyama.m		EulerMaruyama.m
Milstein.m		Milstein.m
MultIto.m		MultIto.m
MultStrat.m		MultStrat.m