Numerical Solution of Ito Integral Equations
- 1 February 1974
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 12 (1), 124-139
- https://doi.org/10.1137/0312011
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†International Journal of Control, 1969
- Linear Systems with Stochastic Coefficients. III†International Journal of Control, 1965
- Linear Systems with Stochastic Coefficients. II†International Journal of Control, 1965
- On a First-order Stochastic Differential Equation†International Journal of Control, 1965
- Linear Systems with Stochastic Coefficients†International Journal of Control, 1965
- Multivariate Wide-sense Markov Processes and Prediction TheoryThe Annals of Mathematical Statistics, 1963