# 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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topKawabata, 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

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

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