Iterative methods for approximate solution of the Ornstein-Uhlenbeck process with normalised brownian motion

Author:

Ogundile O. P.,Edeki S. O.

Abstract

Abstract This work considers the concept of the Normalised Brownian motion for the solutions of the Ornstein-Uhlenbeck process using the Daftardar-Jafari Method (DJM) and Picard Iterative Method (PIM) as the approximate-analytical methods of solutions. The results obtained from DJM are compared with those of the PIM. The obtained results, therefore, show the effectiveness of the proposed methods.

Publisher

IOP Publishing

Subject

General Physics and Astronomy

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