ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS (Q3043557)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS |
scientific article |
Statements
ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS (English)
0 references
6 August 2004
0 references
Covariance
0 references
Karhunen-Loeve expansion
0 references
perturbation
0 references
successive method
0 references