One linear analytic approximation for stochastic integrodifferential equations-Reference-Cited by-同舟云学术

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One linear analytic approximation for stochastic integrodifferential equations

Published:2010-07 Issue:4 Volume:30 Page:1073-1085
ISSN:0252-9602
Container-title:Acta Mathematica Scientia
language:en
Short-container-title:Acta Mathematica Scientia

Author:

Janković Svetlana,Ilić Dejan

Publisher

Elsevier BV

Subject

General Physics and Astronomy,General Mathematics

Reference18 articles.

1. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

2. Brownian Motion and Stochastic calculus;Karatzas,1991

3. Numerical Solution of Stochastic Differential Equations;Kloeden,1999

4. Stochastic Differential Equations: An Introduction with Applications;Oksendal,1998

5. Volterra equations with Ito integrals I;Berger;J of Integral Equations,1980

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