Abstract:Here we present stochastic differential equations (SDEs) on a memristor crossbar, where the source of gaussian noise is derived from the random conductance due to ion drift in the memristor during programming. We examine the effects of line resistance on the generation of normal random vectors, showing the skew and kurtosis are within acceptable bounds. We then show the implementation of a stochastic differential equation solver for the Black-Scholes SDE, and compare the distribution with the analytic solution… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.