1
vote
0answers
56 views

Use of Ito's lemma in ItoProcess

In the documentation for the ItoProcess it says: Converting an ItoProcess to standard form automatically makes use of ...
4
votes
0answers
429 views

ItoProcess for stochastic reaction-diffusion equation

I am trying to simulate a stochastic differential equation in time and space, but I'm unsure if this can be done in Mathematica. The sde that I would like to study is: $$ ...