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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