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

DOI10.1080/07362996608809434zbMATH Open0853.60049OpenAlexW2020059827MaRDI QIDQ4882958FDOQ4882958

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

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

zbMATH Keywords

upper and lower solutionstochastic initial value problemmethod of quasilinearization

Mathematics Subject Classification ID

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

Cites Work

• Random differential inequalities
• Title not available (Why is that?)
• Methods of nonlinear analysis. Vol. II
• On the method of sample upper and lower solutions for stochastic differential equations

Cited In (3)

• Title not available (Why is that?)
• Generalized quasilinearization of stochastic initial value problem
• Application and extension of the stochastic linearization by Anh and di Paola

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