A comparative study of numerical methods for solving the generalized Ito system
DOI10.1016/j.joems.2013.06.008zbMath1295.65008OpenAlexW2009126344MaRDI QIDQ2017100
Publication date: 25 June 2014
Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.joems.2013.06.008
comparison of methodsPadé approximationhomotopy perturbation methodLaplace decomposition methodvariation iteration methodgeneralized Ito system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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