Numerical solution of random differential models

Mathematical and Computer Modelling

Volumn 54, Issue 7-8, 2011, Pages 1846-1851

  Cortes J C ^a   Jodar L ^a   Villafuerte, L ^b,c   Company, R ^a  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

^b UNIVERSIDAD AUTÓNOMA DE CHIAPAS   (Mexico)

^c UNIVERSITY OF TEXAS AT ARLINGTON   (United States)

Author keywords

Mean square calculus; Numerical solution; Random differential equations

Indexed keywords

DIFFERENTIAL MODELS; EULER METHOD; ILLUSTRATIVE EXAMPLES; MEAN SQUARE; NUMERICAL SOLUTION; RANDOM DIFFERENTIAL EQUATIONS; STOCHASTIC APPROXIMATIONS;

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; INITIAL VALUE PROBLEMS;

DIFFERENTIATION (CALCULUS);

EID: 79960848808     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2010.12.037     Document Type: Article

References (7)

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