Extension of the method of quasilinearization for stochastic initial value problems.

Shahzad, N., and Mcrae, Farzana A.. "Extension of the method of quasilinearization for stochastic initial value problems.." Journal of Applied Mathematics and Stochastic Analysis 8.1 (1995): 69-75. <http://eudml.org/doc/47231>.

@article{Shahzad1995,
author = {Shahzad, N., Mcrae, Farzana A.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {stochastic initial value problem; convergence},
language = {eng},
number = {1},
pages = {69-75},
publisher = {Hindawi Publishing Corporation, New York},
title = {Extension of the method of quasilinearization for stochastic initial value problems.},
url = {http://eudml.org/doc/47231},
volume = {8},
year = {1995},
}

TY - JOUR
AU - Shahzad, N.
AU - Mcrae, Farzana A.
TI - Extension of the method of quasilinearization for stochastic initial value problems.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1995
PB - Hindawi Publishing Corporation, New York
VL - 8
IS - 1
SP - 69
EP - 75
LA - eng
KW - stochastic initial value problem; convergence
UR - http://eudml.org/doc/47231
ER -