Another extension of the method of quasilinearization of stochastic initial value problems

DOI10.1080/07362996608809434MaRDI QIDQ4882958zbMATH OpenOpenAlexFDO

Authors Nazeer Shahzad, F. A. McRae

Publication date 5 January 1997

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

Full work available at URL https://eudml.org/doc/47231

zbMATH Keywords

upper and lower solutionstochastic initial value problemmethod of quasilinearization

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 687728
• Extension of the method of quasilinearization for stochastic initial value problems
• Generalized quasilinearization of stochastic initial value problem

Cites work

• scientific article; zbMATH DE number 3225686 (Why is no real title available?)
• Methods of nonlinear analysis. Vol. II
• On the method of sample upper and lower solutions for stochastic differential equations
• Random differential inequalities

Cited in

(3)

• Generalized quasilinearization of stochastic initial value problem
• scientific article; zbMATH DE number 687728 (Why is no real title available?)
• Application and extension of the stochastic linearization by Anh and di Paola

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