The approximate solutions of some stochastic differential equations using transformations
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Publication:1774850
DOI10.1016/j.amc.2004.04.062zbMath1067.65008OpenAlexW2095035481MaRDI QIDQ1774850
Publication date: 4 May 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2004.04.062
finite difference methodnumerical examplesStochastic differential equationsRandom variable transformationapproximate probability density function
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Cites Work
- On the existence and uniqueness of solutions generated by equivalent linearization
- Solving frontier problems of physics: the decomposition method
- A proposed technique of SFEM on solving ordinary random differential equation
- General stochastic oscillatory systems
- Application of Wiener-Hermite Expansion to Nonstationary Random Vibration of a Duffing Oscillator
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