Coupled nonlinear stochastic differential equations

DOI10.1016/0022-247X(83)90259-7zbMath0517.60064MaRDI QIDQ1053358

G. Adomian, Leon H. Sibul, Randolph C. Rach

Publication date: 1983

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

coupled Riccati equationsAdomian's methodcoupled linear equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) General theory for ordinary differential equations (34A99)

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Cites Work

• Operator-theoretic solution of stochastic systems
• Symmetrized solutions for nonlinear stochastic differential equations
• Stochastic analysis
• The stochastic Riccati equation
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