Coupled nonlinear stochastic differential equations

Journal of Mathematical Analysis and Applications - Tập 92 Số 2 - Trang 427-434 - 1983
G. Adomian1, Leon H. Sibul2, Randolph Rach3
1Center for Applied Mathematics, University of Georgia, Athens, Georgia 30602 U.S.A.
2Applied Research Laboratory, Pennsylvania State University, University Park, Pennsylvania 16802 U.S.A.
3Hughes Aircraft Company, Electron Dynamics Division, Torrance, California 90509 U.S.A.

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Tài liệu tham khảo

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Bellman, 1980, The stochastic Riccati equation, J. Nonlinear Anal.: Theory Methods Appl., 4, 1131, 10.1016/0362-546X(80)90022-X