Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations (Q5715946)
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scientific article; zbMATH DE number 2243767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations |
scientific article; zbMATH DE number 2243767 |
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Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations (English)
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5 January 2006
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stochastic differential equations
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linearization technique
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chronological exponential
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numerical example
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system
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nonlinear
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noncommuting matrices
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