Generalized quasilinearization of stochastic initial value problem

DOI10.1080/07362999508809391zbMath0828.60047OpenAlexW2044607188MaRDI QIDQ4835283

Farzana A. McRae

Publication date: 21 June 1995

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

Full work available at URL: https://doi.org/10.1080/07362999508809391

zbMATH Keywords

quadratic convergencequasilinearizationstochastic initial value problems

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations of infinite order (34A35)

Related Items (4)

Existence and quasilinearization in Banach spaces ⋮ Extensions of the method of quasilinearization ⋮ Improved generalized quasilinearization (GQL) method ⋮ Further improvement of generalized quasilinearization method

Cites Work

• Random differential inequalities
• Methods of nonlinear analysis. Vol. II
• On the method of sample upper and lower solutions for stochastic differential equations

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