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New in Mathematica 9 › Time Series and Stochastic Differential Equations

Stochastic Logistic Growth Model 

Define the SDE describing the stochastic logistic growth model.

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The deterministic solution corresponding to is well known.

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Simulate the SDE using the method of Kloeden-Platen-Schurz of strong order 1.5.

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Visualize stochastic and deterministic solutions.

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