Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations

DOI10.2478/CMAM-2005-0019zbMath1082.65007OpenAlexW1530431621MaRDI QIDQ5715946

Victor Malyutin

Publication date: 5 January 2006

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/cmam-2005-0019

zbMATH Keywords

numerical examplestochastic differential equationsnonlinearsystemlinearization techniquenoncommuting matriceschronological exponential

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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