Extension of the method of quasilinearization for stochastic initial value problems

DOI10.1155/S1048953395000062zbMath0820.60045OpenAlexW2138773853MaRDI QIDQ1890822

Naseer Shahzad, Farzana A. McRae

Publication date: 31 August 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47231

zbMATH Keywords

convergencestochastic initial value problem

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Random operators and equations (aspects of stochastic analysis) (60H25)

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