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Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems - MaRDI portal

Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems (Q3423703)

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Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
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    Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems (English)
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    15 February 2007
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    Broyden's method
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    Itô and Stratonovich stochastic differential equations
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    nonlinear stochastic boundary-value problems
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    shooting methods
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