Homotopy Analysis Method for Stochastic Differential Equations with Maxima

DOI10.1007/978-3-319-24021-3_18MaRDI QIDQ3454547zbMATH OpenOpenAlexFDO

Authors Maciej W. Janowicz, Joanna Kaleta, Filip Krzyżewski, Marian Rusek, A. Orłowski

Publication date 25 November 2015

Published in Computer Algebra in Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-24021-3_18

zbMATH Keywords

computer algebra systemshomotopy analysis methodmaximaquantum scalar fieldstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symbolic computation and algebraic computation (68W30)

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Cited in

(3)

• On the homotopy analysis method for backward/forward-backward stochastic differential equations
• Application of the homotopy analysis method in approximation of convolutions stochastic distributions
• A stochastic root finding approach: the homotopy analysis method applied to Dyson–Schwinger equations

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Uses Software

• Maxima

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