Application of DJ method to Ito stochastic differential equations

Journal of Linear and Topological Algebra

مقاله 4، دوره 08، شماره 03، آبان 2019، صفحه 183-189   

نوع مقاله: Research Paper

نویسنده

H. Deilami Azodi^*

Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran

چکیده

‎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.

کلیدواژه‌ها

Stochastic differential equations؛ ‎iterative method‎s؛ ‎Ito calculus

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