| dc.contributor.author | Sengul, S. | |
| dc.contributor.author | Bekiryazici, Z. | |
| dc.contributor.author | Merdan, M. | |
| dc.date.accessioned | 2021-11-09T19:37:18Z | |
| dc.date.available | 2021-11-09T19:37:18Z | |
| dc.date.issued | 2021 | |
| dc.identifier.issn | 08629544 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12440/2796 | |
| dc.description.abstract | In this study, Wong-Zakai approximation method has been applied for the analysis of stochastic differential equations appearing in engineering sciences. Wong-Zakai approximation has been used with similar stochastic approximation methods to compare the approximate solutions of the problems and comment on the performance of the method. Models for lake pollution and computer virus spread under antivirus protection have been used with nonlinear stochastic noise as numerical examples to demonstrate the efficiency of Wong-Zakai method. © 2021, Comenius University in Bratislava. All rights reserved. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Comenius University in Bratislava | en_US |
| dc.relation.ispartof | Acta Mathematica Universitatis Comenianae | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Milstein method; Multiplicative noise; Simulation; Stochastic noise; Wong-Zakai Approximation, stochastic differential equation | en_US |
| dc.title | The performance of wong-zakai approximations for the investigation of stochastic differential equation models with nonlinear multiplicative noise | en_US |
| dc.type | article | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.description.scopuspublicationid | 2-s2.0-85107288233 | en_US |
| dc.department | [Belirlenecek] | en_US |
| dc.identifier.volume | 90 | en_US |
| dc.identifier.issue | 2 | en_US |
| dc.identifier.startpage | 231 | en_US |
| dc.contributor.institutionauthor | [Belirlenecek] | |
| dc.identifier.endpage | 243 | en_US |
| dc.authorscopusid | 57193537709 | |
| dc.authorscopusid | 56191618000 | |
| dc.authorscopusid | 34980002400 | |
