scientific article; zbMATH DE number 6834613

MaRDI QIDQ3133746zbMATH OpenFDO

Authors K. Nouri

Publication date 5 February 2018

zbMATH Keywords

stochastic differential equationItô's formulastochastic Adomian decomposition method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Recommendations

• Study on stochastic differential equations via modified Adomian decomposition method
• Adams-type methods for the numerical solution of stochastic ordinary differential equations
• Adams methods for the efficient solution of stochastic differential equations with additive noise
• A comparison between Adomian's decomposition methods and perturbation techniques for nonlinear random differential equations
• The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
• Adaptive numerical solutions of stochastic differential equations
• Efficient discretisation of stochastic differential equations
• Adaptive schemes for the numerical solution of SDEs -- a comparison
• An adaptive discretization algorithm for the weak approximation of stochastic differential equations

Cited in

(2)

• Study on stochastic differential equations via modified Adomian decomposition method
• Application of DJ method to Itô stochastic differential equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3133746)