Mean square numerical solution of random differential equations: Facts and possibilities

Computers and Mathematics with Applications

Volumn 53, Issue 7, 2007, Pages 1098-1106

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

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

Author keywords

Mean square; Numerical solution; Random differential equation

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; EULER EQUATIONS; MEAN SQUARE ERROR; RANDOM VARIABLES;

NUMERICAL SOLUTION; RANDOM DIFFERENTIAL EQUATION; RANDOM INITIAL VALUE;

DIFFERENTIAL EQUATIONS;

EID: 34248167682     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2006.05.030     Document Type: Article

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