Approximate solution of random ordinary differential equations

Author:

Boyce William E.

Abstract

This is a largely expository paper on approximate methods of solving random ordinary differential equations, with an emphasis on direct numerical methods. Two methods are discussed in some detail and several others are mentioned briefly.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference12 articles.

1. Numerical Solution of Ito Integral Equations

2. Approximation theorems for random functions;Onicescu;Rend. Mat.,1975

3. Approximate integration of stochastic differential equations;Mil'shtein;Theory Prob. Appl.,1974

4. Method of moments approximate solutions of random linear integral equations

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