The method of moments for linear random initial value problems

DOI10.1016/0022-247X(76)90149-9zbMath0339.60058MaRDI QIDQ1231334

Melvin D. Lax, William E. Boyce

Publication date: 1976

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

A second-order Monte Carlo method for the solution of the Ito stochastic differential equation ⋮ Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations ⋮ Method of moments approximate solutions of random linear integral equations ⋮ Numerical solution of a class of random boundary value problems

Cites Work

• Truncated Taylor expansion of a stochastic process (Corresp.)
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