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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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dc.contributor.author Sambandham, M. en
dc.contributor.author Ladde, G. S. en
dc.date.accessioned 2010-06-09T14:54:09Z en
dc.date.available 2010-06-09T14:54:09Z en
dc.date.issued 1981-08 en
dc.identifier.uri http://hdl.handle.net/10106/2422 en
dc.description.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. en
dc.language.iso en_US en
dc.publisher University of Texas at Arlington en
dc.relation.ispartofseries Technical Report;167 en
dc.subject Stochastic differential systems en
dc.subject Stochastic analysis en
dc.subject Error estimates en
dc.subject Mathematical models en
dc.subject Mean of solutions en
dc.subject.lcsh Mathematics Research en
dc.title Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems en
dc.type Technical Report en
dc.publisher.department Department of Mathematics en

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