Approximate solution methods for linear stochastic difference equations

DOI10.1016/0378-4371(83)90103-6MaRDI QIDQ1838770zbMATH OpenOpenAlexFDO

Authors J. B. T. M. Roerdink

Publication date 1983

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(83)90103-6

zbMATH Keywords

random perturbationlinear stochastic difference equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

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Cited in

(1)

• Approximate solution methods for linear stochastic difference equations. II. Inhomogeneous equations, multi-time averages, biological application

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