Approximate analytical solutions for a class of nonlinear stochastic differential equations

DOI10.1017/S0956792518000530zbMath1439.34064OpenAlexW2892286775MaRDI QIDQ5237248

Athanasios A. Pantelous, Antonios T. Meimaris, Ioannis A. Kougioumtzoglou

Publication date: 17 October 2019

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0956792518000530

zbMATH Keywords

path integralstochastic differential equationsstochastic dynamicsCauchy-Schwarz inequalityerror quantification

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Cites Work

• Solution of the Haldane equation for substrate inhibition enzyme kinetics using the decomposition method
• Inertial effects in nonequilibrium work fluctuations by a path integral approach
• Numerical Optimization
• Interior Methods for Nonlinear Optimization
• Space-Time Approach to Non-Relativistic Quantum Mechanics
• Stochastic Dynamics of Structures
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