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Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems

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Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems

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Title: Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems
Author: Sambandham, M.; Ladde, G. S.
Abstract: Stochastic differential equations are considered. Estimates in terms of statistical properties are given for the difference between the solutions and solutions of the mean of stochastic differential systems. For this purpose necessary theorems are developed and sufficient conditions are given to obtain error estimates. A few examples are worked out to demonstrate the usefulness of the results.
URI: http://hdl.handle.net/10106/2422
Date: 1981-08

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