Error estimates of solutions and mean of solutions of stochastic differential systems

DOI10.1063/1.525754zbMath0518.60071OpenAlexW2030990920MaRDI QIDQ3667715

M. Sambandham, G. S. Laddes

Publication date: 1983

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10106/2422

zbMATH Keywords

error estimatesaveraged solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations ⋮ Error estimates for random boundary value problems with applications to a hanging cable problem ⋮ Comparison theorem and error estimates of stochastic differential systems^∗

Cites Work

• A technique in perturbation theory
• A variation of constants formula and Bellman-Gronwall-Reid inequalities
• Stability of the roots of random algebraic polynomials

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