Approximate analytical solutions for a class of nonlinear stochastic differential equations

DOI10.1017/S0956792518000530zbMATH Open1439.34064OpenAlexW2892286775MaRDI QIDQ5237248FDOQ5237248

Authors: Antonios T. Meimaris, Athanasios A. Pantelous, 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

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zbMATH Keywords

stochastic differential equationsstochastic dynamicspath integralCauchy-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)

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Cited In (10)

• Stochastic analysis method for hopf's equation u_t+ uu_x=0
• Title not available (Why is that?)
• A Nonlinear Transformation Method for Obtaining Approximate Analytic Steady-State Solutions of Nonlinear Stochastic Differential Equations
• Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations
• Stochastic differential equations and integrating factor
• The approximate solutions of some stochastic differential equations using transformations
• An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators
• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions
• MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
• Analytical solutions for stochastic differential equations via martingale processes

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