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Another extension of the method of quasilinearization of stochastic initial value problems

 

作者: N. Sazad,   Farzana A. Mcrae,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1996)
卷期: Volume 14, issue 2  

页码: 191-200

 

ISSN:0736-2994

 

年代: 1996

 

DOI:10.1080/07362996608809434

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper, we extend the method of quasilinearization to stochastic initial value problems

 

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