A comparison of the iterative method and Picard's successive approximations for deterministic and stochastic differential equations

DOI10.1016/0096-3003(81)90006-0zbMath0477.65057OpenAlexW2085892328MaRDI QIDQ1161039

K. Malakian, G. Adomian

Publication date: 1981

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(81)90006-0

zbMATH Keywords

comparisonsuccessive approximationsexamples

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)

New higher-order numerical one-step methods based on the Adomian and the modified decomposition methods ⋮ Existence and uniqueness of statistical measures for solution processes for linear-stochastic differential equations ⋮ New recurrence algorithms for the nonclassic Adomian polynomials ⋮ Blow-up solutions obtained using the decomposition method

Cites Work

• Operator-theoretic solution of stochastic systems
• Random differential equations in science and engineering
• Quasi-Moment Functions in the Theory of Random Processes

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