Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
| Autor: | Victor Malyutin |
|---|---|
| Rok vydání: | 2005 |
| Předmět: |
Numerical Analysis
Applied Mathematics Mathematical analysis Examples of differential equations Stochastic partial differential equation Computational Mathematics Nonlinear system symbols.namesake Stochastic differential equation Quantum stochastic calculus Runge–Kutta method symbols Differential algebraic equation Mathematics Numerical partial differential equations |
| Zdroj: | Computational Methods in Applied Mathematics. 5:410-421 |
| ISSN: | 1609-9389 1609-4840 |
| DOI: | 10.2478/cmam-2005-0019 |
| Popis: | In this paper we consider the system of nonlinear stochastic differential equations. The solution of these equations is approximated by finite series of definite integrals where every term of the series can be evaluated. To construct the approximation, the linearization technique and the technique for noncommuting matrices are used. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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