Numerical solution of random differential equations: A mean square approach

Mathematical and Computer Modelling

Volumn 45, Issue 7-8, 2007, Pages 757-765

  Cortes J C ^a   Jodar L ^a   Villafuerte, L ^a  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

Author keywords

Random Euler scheme; Random initial value problem; Random mean value theorem

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; THEOREM PROVING;

MEAN SQUARE MODULUS; NUMERICAL SOLUTIONS; RANDOM EULER SCHEME; RANDOM MEAN VALUE THEOREM;

INITIAL VALUE PROBLEMS;

EID: 33845570324     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2006.07.017     Document Type: Article

References (9)

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