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Numerical solution of differential equations in the deterministic limit of stochastic theory. (English) Zbl 0466.65046

MSC:
65L05 Numerical methods for initial value problems involving ordinary differential equations
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
65C99 Probabilistic methods, stochastic differential equations
34F05 Ordinary differential equations and systems with randomness
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[1] Adomian, G., Stochastic operators and dynamical systems, (), 581-596
[2] G. Adomian and L. H. Sibul, Symmetrized solutions for nonlinear stochastic differential equations, submitted for publication. · Zbl 0465.60057
[3] Adomian, G.; Malakian, K., Operator theoretic solution of stochastic systems, J. math. anal. appl., 76, 183-201, (1980) · Zbl 0441.60070
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