Approximate solution of random integral equations: General methods

DOI10.1016/0378-4754(84)90002-8MaRDI QIDQ800044zbMATH OpenOpenAlexFDO

Authors A. T. Bharucha-Reid, Mark J. Christensen

Publication date 1984

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(84)90002-8

zbMATH Keywords

approximation of solutions of random equations

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Diffusion processes (60J60) Probabilistic methods, stochastic differential equations (65C99)

Review text

The authors present a brief survey of some methods for the approximation of solutions of random equations. They describe methods for random integral equations and stochastic differential equations of Ito type. A monograph on this subject by the same authors is announced.

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Cited in

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• Nonrecursive statistics for integral equation solutions
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• Approximate solution of random integral equations: General methods

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