Approximate solution of random ordinary differential equations
- 1 March 1978
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 10 (1) , 172-184
- https://doi.org/10.2307/1426724
Abstract
This is a largely expository paper on approximate methods of solving random ordinary differential equations, with an emphasis on direct numerical methods. Two methods are discussed in some detail and several others are mentioned briefly.Keywords
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