AbstractConditions are stated for the vanishing of the stochastic bilinear concomitant in the stochastic Green's formula used in Adomian's iterative solution for stochastic differential equations
In this paper, a new scheme of stochastic averaging using elliptic functions is presented that appro...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
AbstractIn this paper we show that the solution of a second-order stochastic differential equation w...
AbstractConditions are stated for the vanishing of the stochastic bilinear concomitant in the stocha...
AbstractIn Adomian's solution of linear or nonlinear, deterministic or stochastic, differential equa...
AbstractThe effect of nonzero initial conditions in Adomian's solution of linear, or nonlinear, stoc...
AbstractThis work deals with the analysis of a class of semilinear vector stochastic operator equati...
This paper provides an introduction to stochastic calculus and stochastic differential equations, in...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
AbstractThe input-output point of view for the Itô equation to avoid stochastic integration is relat...
AbstractA (stochastic) operator-theoretic approach leads to expresssions for inverses of linear and ...
AbstractA theorem is given which demonstrates that solutions of a stochastic differential equation d...
AbstractA procedure reported elsewhere for solution of linear and nonlinear, deterministic or stocha...
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity i...
In this paper, a new scheme of stochastic averaging using elliptic functions is presented that appro...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
AbstractIn this paper we show that the solution of a second-order stochastic differential equation w...
AbstractConditions are stated for the vanishing of the stochastic bilinear concomitant in the stocha...
AbstractIn Adomian's solution of linear or nonlinear, deterministic or stochastic, differential equa...
AbstractThe effect of nonzero initial conditions in Adomian's solution of linear, or nonlinear, stoc...
AbstractThis work deals with the analysis of a class of semilinear vector stochastic operator equati...
This paper provides an introduction to stochastic calculus and stochastic differential equations, in...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
AbstractThe input-output point of view for the Itô equation to avoid stochastic integration is relat...
AbstractA (stochastic) operator-theoretic approach leads to expresssions for inverses of linear and ...
AbstractA theorem is given which demonstrates that solutions of a stochastic differential equation d...
AbstractA procedure reported elsewhere for solution of linear and nonlinear, deterministic or stocha...
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity i...
In this paper, a new scheme of stochastic averaging using elliptic functions is presented that appro...
AbstractAn approximation theorem of stochastic differential equations driven by semimartingales is p...
AbstractIn this paper we show that the solution of a second-order stochastic differential equation w...
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