Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations (Q5715946)

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scientific article; zbMATH DE number 2243767
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    Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
    scientific article; zbMATH DE number 2243767

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      Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations (English)
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      5 January 2006
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      stochastic differential equations
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      linearization technique
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      chronological exponential
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      numerical example
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      system
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      nonlinear
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      noncommuting matrices
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