Look at Wilfrid Kendall's preprint page for Ito calculus package
http://www.warwick.ac.uk/statsdept/Staff/WSK/ppt.html
Therei's also Sasha Cyganovaski's book on solving stochastic
differential equations in CAS, and his paper at
http://www.math.uni-frankfurt.de/%7Egruene/papers/maplesde.html
Alas, none of these are using Maxima. I know of no more CAS packages for
stochastic calculus.
--
Andrei Zorine
paolo wrote:
> Is there a short procedure to compute a stochastich integral in Maxima??
> Are there some web site in which I can learn some more about this
>
> Thanks
>
> Paolo
>
>
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