A recursive algorithm for the solution of special non-linear stochastic differential equations

DOI10.1080/07362999808809514zbMath0897.60065OpenAlexW2082882190MaRDI QIDQ4385648

Rupert Lasser, Georg Budke

Publication date: 20 April 1998

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

Full work available at URL: https://doi.org/10.1080/07362999808809514

zbMATH Keywords

stochastic differential equationnonlinear equation

Mathematics Subject Classification ID

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

Cites Work

• Volterra series and geometric control theory
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