Numerical methods for some nonlinear stochastic differential equations

Applied Mathematics and Computation

Volumn 168, Issue 1, 2005, Pages 65-75

  El Borai, Mahmoud M ^a   El Nadi, Khairia El Said ^a   Mostafa, Osama L ^a   Ahmed, Hamdy M ^a  

^a Alexandria University Faculty Of Science   (Egypt)

Author keywords

Euler Maruyama; Moment bounds; Nonlinearity; Stochastic differential equations

Indexed keywords

BROWNIAN MOVEMENT; FUNCTIONS; MATRIX ALGEBRA; NONLINEAR SYSTEMS; STOCHASTIC CONTROL SYSTEMS;

EULER-MARUYAMA; MOMENT BOUNDS; NONLINEARITY; STOCHASTIC DIFFERENTIAL EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 25644440564     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.08.015     Document Type: Article

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