• Title of article

    Application of DJ method to Ito stochastic differential equations

  • Author/Authors

    Azodi ، H. Deilami - University of Guilan

  • Pages
    7
  • From page
    183
  • To page
    189
  • Abstract
    ‎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.
  • Keywords
    Stochastic differential equations , iterative methods , Ito calculus
  • Journal title
    Journal of Linear and Topological Algebra
  • Serial Year
    2019
  • Journal title
    Journal of Linear and Topological Algebra
  • Record number

    2469889

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2469889