Application of DJ method to Ito stochastic differential equations
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Abstract:
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are expressed.
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Journal title
volume 08 issue 03
pages 183- 189
publication date 2019-08-01
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