Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations

DOI10.2478/CMAM-2005-0019MaRDI QIDQ5715946zbMATH OpenOpenAlexFDO

Authors Victor Malyutin

Publication date 5 January 2006

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/cmam-2005-0019

zbMATH Keywords

chronological exponentiallinearization techniquenoncommuting matricesnonlinearnumerical examplestochastic differential equationssystem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• scientific article; zbMATH DE number 2070814
• scientific article; zbMATH DE number 4044301
• Systematic approach to linear approximation of non-linear stochastic systems Part 1. Asymptotic expansions
• An analytic approximation of solutions of stochastic differential equations
• scientific article; zbMATH DE number 3936402

Cited in

(11)

• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions
• Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations
• Approximative approaches to a stochastic partial differential equation by point systems
• scientific article; zbMATH DE number 4140952 (Why is no real title available?)
• On an alternative method for approximate solution of linear stochastic differential equations
• scientific article; zbMATH DE number 1324002 (Why is no real title available?)
• A Nonlinear Transformation Method for Obtaining Approximate Analytic Steady-State Solutions of Nonlinear Stochastic Differential Equations
• Approximation of the Solution Set for a System of Nonlinear Inequalities for Modelling a One-Dimensional Chaotic Process
• scientific article; zbMATH DE number 222039 (Why is no real title available?)
• scientific article; zbMATH DE number 3894204 (Why is no real title available?)
• Direct computation of nth-order correlations of the solution of a non-linear stochastic equation

This page was built for publication: Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5715946)