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application of dj method to ito stochastic differential equations
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نویسنده
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azodi h. deilami
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منبع
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journal of linear and topological algebra - 2019 - دوره : 8 - شماره : 3 - صفحه:183 -189
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چکیده
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this paper develops iterative method described by [v. daftardargejji, h. jafari, an iterative method for solving nonlinear functional equations, j. math. anal. appl. 316 (2006) 753763] to solve ito stochastic differential equations. the convergence of the method for ito stochastic differential equations is assessed. to verify efficiency of method, some examples are expressed.
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کلیدواژه
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stochastic differential equations ,iterative methods ,ito calculus
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آدرس
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university of guilan, faculty of mathematical sciences, iran
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پست الکترونیکی
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haman.d.azodi@gmail.com
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Authors
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