On Newton's method for stochastic differential equations

Shigetoku Kawabata; Toshio Yamada

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 121-137

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Kawabata, Shigetoku, and Yamada, Toshio. "On Newton's method for stochastic differential equations." Séminaire de probabilités de Strasbourg 25 (1991): 121-137. <http://eudml.org/doc/113751>.

@article{Kawabata1991,
author = {Kawabata, Shigetoku, Yamada, Toshio},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Newton-Kantorovich's method; stochastic differential equations; convergence of the Newton sequence},
language = {eng},
pages = {121-137},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On Newton's method for stochastic differential equations},
url = {http://eudml.org/doc/113751},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Kawabata, Shigetoku
AU - Yamada, Toshio
TI - On Newton's method for stochastic differential equations
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 121
EP - 137
LA - eng
KW - Newton-Kantorovich's method; stochastic differential equations; convergence of the Newton sequence
UR - http://eudml.org/doc/113751
ER -

References

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  1. 1. A.T. Bharucha-Reid and M.J. Christensen, Approximate solution of random integral equations ; General methods, Math. Comput. in Simul.26 (1984), 321-328. Zbl0549.60057MR758711
  2. 2. A.T. Bharucha-Reid and R. Kannan, Newton's method for random operator equations, Nonlinear Anal.4 (1980), 231-240. Zbl0435.60064MR563806
  3. 3. S.A. Chaplygin, "Collected papers on Mechanics and Mathematics," Moscow, 1954. 
  4. 4. C.T. Gard, "Introduction to Stochastic Differential Equations," Marcel Decker Inc., New York, 1988. Zbl0628.60064MR917064
  5. 5. N. Ikeda and S. Watanabe, "Stochastic Differential Equations and Diffusion Processes," North-Holland - Kodansha, Amsterdam and Tokyo, 1981. Zbl0495.60005MR637061
  6. 6. L.A. Kantorovich and G.P. Akilov, "Functional Analysis ( 2nd Ed. )," Pergamon Press, Oxford and New York, 1982. Zbl0484.46003MR664597
  7. 7. G. Vidossich, Chaplygin's method is Newton's method, Jour. Math. Anal. Appl.66 (1978), 188-206. Zbl0398.65042MR513493

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