Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises (Q5259965)

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scientific article; zbMATH DE number 6453402
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Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises
scientific article; zbMATH DE number 6453402

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    Homotopy Continuation Methods for Stochastic Two-Point Boundary Value Problems Driven by Additive Noises (English)
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    29 June 2015
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    stochastic differential equations
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    shooting method
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    homotopy continuation method
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    two-point boundary value problems
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    error estimates
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    numerical experiments
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