Article
Open Access
Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
-
Victor Malyutin
Published/Copyright:
January 1, 2005
Received: 2005-06-19
Revised: 2005-08-16
Accepted: 2005-10-25
Published Online: 2005
Published in Print: 2005
© Institute of Mathematics, NAS of Belarus
Articles in the same Issue
- Three Matlab Implementations of the Lowest-order Raviart-Thomas Mfem with a Posteriori Error Control
- Functional-discrete Method (FD-method) for Matrix Sturm-Liouville Problems
- Automatic Computation of Conservation Laws in the Calculus of Variations and Optimal Control
- Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
- Exact Difference Schemes for Time-dependent Problems
Keywords for this article
stochastic differential equations;
linearization technique;
chronological exponential;
noncommuting matrices
Creative Commons
BY-NC-ND 4.0
Articles in the same Issue
- Three Matlab Implementations of the Lowest-order Raviart-Thomas Mfem with a Posteriori Error Control
- Functional-discrete Method (FD-method) for Matrix Sturm-Liouville Problems
- Automatic Computation of Conservation Laws in the Calculus of Variations and Optimal Control
- Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
- Exact Difference Schemes for Time-dependent Problems
