On the Solution of Stochastic Differential Inclusion
نویسندگان
چکیده
منابع مشابه
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in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. mo...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1995
ISSN: 0022-247X
DOI: 10.1006/jmaa.1995.1163