Stochastic Partial Differential Equations Driven by Brownian White Noise

Abstract

This chapter introduces the maple software package stochastic con- sisting of maple routines for stochastic calculus and stochastic differential equa- tions and for constructing basic numerical methods for specific stochastic differen- tial equations, with simple examples illustrating the use of the routines. A website address is given from which the software can be downloaded and where up to date information about installment, new developments and literature can be found.