Self-correcting approximate solution by the iterative method for linear and nonlinear stochastic differential equations
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Publication:1147507
DOI10.1016/0022-247X(80)90035-9zbMath0449.65093MaRDI QIDQ1147507
Publication date: 1980
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
iterative methodfeedback procedurelinear and nonlinear stochastic differential equationsself-correcting approximate solution
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)
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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