ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS
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Publication:3043557
DOI10.1142/S0218202503002696zbMath1049.60051OpenAlexW2019329642MaRDI QIDQ3043557
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Publication date: 6 August 2004
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218202503002696
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
Parametric models for samples of random functions ⋮ Probabilistic models for stochastic elliptic partial differential equations ⋮ A multigrid solver for two-dimensional stochastic diffusion equations. ⋮ A method for solving stochastic equations by reduced order models and local approximations ⋮ Nonlinear stochastic differential equations containing generalized delta processes ⋮ \textit{A priori} error estimation for the stochastic perturbation method ⋮ Finite dimensional models for random functions
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- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- Solution of stochastic partial differential equations using Galerkin finite element techniques
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