Generalized quasilinearization of stochastic initial value problem

DOI10.1080/07362999508809391MaRDI QIDQ4835283zbMATH OpenOpenAlexFDO

Authors F. 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)

Recommendations

• scientific article; zbMATH DE number 687728
• Another extension of the method of quasilinearization of stochastic initial value problems
• scientific article; zbMATH DE number 687724
• Extension of the method of quasilinearization for stochastic initial value problems
• scientific article; zbMATH DE number 703405

Cites work

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

Cited in

(8)

• Generalized quasi-linearization for a class of set control differential equations
• Improved generalized quasilinearization (GQL) method
• The linear quadratic problem for the Itô stochastic equation: an adaptive variant
• Existence and quasilinearization in Banach spaces
• Generalized quasilinearization method for nonlinear terminal value problems
• Extensions of the method of quasilinearization
• scientific article; zbMATH DE number 687728 (Why is no real title available?)
• Further improvement of generalized quasilinearization method

This page was built for publication: Generalized quasilinearization of stochastic initial value problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4835283)