Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations

DOI10.1007/978-3-642-11389-5_1zbMath1275.65005MaRDI QIDQ2997110

L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés, Rafael-Jacinto Villanueva

Publication date: 6 May 2011

Published in: Transactions on Computational Science VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11389-5_1

zbMATH Keywords

numerical solution; random differential equation; mean square calculus

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

65C30: Numerical solutions to stochastic differential and integral equations