Approximation and numerical treatment of an autoregressive equation with stochastic coefficients

DOI10.1016/0898-1221(88)90202-7zbMath0674.65119OpenAlexW1998681782MaRDI QIDQ1121667

M. Sambandham, T. S. Srivatsan, K. B. Bota

Publication date: 1988

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(88)90202-7

zbMATH Keywords

autoregressive systemequation with stochastic coefficientsrandom discrete equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Numerical solution of random Love's integral equation

Cites Work

• Numerical treatment of random polynomials
• Numerical solutions of random integral equation III: random Chebyshev polynomials and Fredholm equations of the second kind^∗
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