Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems-Reference-Cited by-同舟云学术

Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems

Published:2007-01 Issue:1 Volume:25 Page:187-200
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Arciniega Armando

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07362990601052227

Reference17 articles.

1. Allen , E.J. , and Nunn , C.J. 1995 . Difference methods for numerical solution of stochastic two-point boundary-value problems . In:Proceedings of the First International Conference on Difference Equations. Elydi , S. N. , Greef , J. R. , Ladas , G. , Peterson , A. C. (eds). Gordan and Breach Publishers , Amsterdam .

2. Rounding Error in Numerical Solution of Stochastic Differential Equations

3. Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems

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