Numerical solution of differential equations in the deterministic limit of stochastic theory

DOI10.1016/0096-3003(81)90002-3zbMath0466.65046OpenAlexW2018441728MaRDI QIDQ1155340

G. Adomian, Diran Sarafyan

Publication date: 1981

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(81)90002-3

zbMATH Keywords

iterative methodsdeterministic limit of stochastic theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Operator-theoretic solution of stochastic systems
• Symmetrized solutions for nonlinear stochastic differential equations