On solving stochastic initial-value differential equations

Mathematical Models and Methods in Applied Sciences

Volumn 13, Issue 5, 2003, Pages 715-745

  Babuška, Ivo ^a   Liu, Kang Man ^a,b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

Covariance; Karhunen Loeve expansion; Perturbation; Successive method

Indexed keywords

EID: 0038407469     PISSN: 02182025     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218202503002696     Document Type: Article

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