Self-correcting approximate solution by the iterative method for linear and nonlinear stochastic differential equations
From MaRDI portal
Publication:1147507
DOI10.1016/0022-247X(80)90035-9zbMath0449.65093MaRDI QIDQ1147507
Publication date: 1980
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
iterative method; feedback procedure; linear and nonlinear stochastic differential equations; self-correcting approximate solution
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
65L05: Numerical methods for initial value problems involving ordinary differential equations
65C99: Probabilistic methods, stochastic differential equations
Related Items
A convenient computational form for the Adomian polynomials, A note on the reliability of redundant systems, On the control of stochastic systems, Uncertainty quantification via \(\lambda\)-Neumann methodology of the stochastic bending problem of the Levinson-Bickford beam
Cites Work
- Operator-theoretic solution of stochastic systems
- Symmetrized solutions for nonlinear stochastic differential equations
- Nonlinear stochastic differential equations
- On the existence of solutions for linear and nonlinear stochastic operator equations
- Linear Random Operator Equations in Mathematical Physics. III
- Linear Stochastic Operators
