A recursive algorithm for the solution of special non-linear stochastic differential equations

DOI10.1080/07362999808809514zbMATH Open0897.60065OpenAlexW2082882190MaRDI QIDQ4385648FDOQ4385648

Authors: Georg Budke, Rupert Lasser 

Publication date: 20 April 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809514

Recommendations

• A recursive integration method for approximate solution of stochastic differential equations
• Algorithmic solution of stochastic differential equations
• A stochastic partial differential equation for computational algorithms
• Numerical methods for some nonlinear stochastic differential equations
• scientific article; zbMATH DE number 3894204
• A stochastic methodology for nonlinear partial differential equations
• scientific article; zbMATH DE number 1823841
• scientific article; zbMATH DE number 2119824

zbMATH Keywords

stochastic differential equationnonlinear equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Volterra series and geometric control theory

Cited In (2)

• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: A recursive algorithm for the solution of special non-linear stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4385648)