Self-correcting approximate solution by the iterative method for linear and nonlinear stochastic differential equations

DOI10.1016/0022-247X(80)90035-9zbMath0449.65093MaRDI QIDQ1147507

K. Malakian, G. Adomian

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

iterative methodfeedback procedurelinear and nonlinear stochastic differential equationsself-correcting approximate solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

A note on the reliability of redundant systems ⋮ On the control of stochastic systems ⋮ Uncertainty quantification via \(\lambda\)-Neumann methodology of the stochastic bending problem of the Levinson-Bickford beam ⋮ A convenient computational form for the Adomian polynomials

Cites Work

• Operator-theoretic solution of stochastic systems
• Symmetrized solutions for nonlinear stochastic differential equations
• Nonlinear stochastic differential equations
• On the existence of solutions for linear and nonlinear stochastic operator equations
• Linear Random Operator Equations in Mathematical Physics. III
• Linear Stochastic Operators

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