Numerical solution of random differentia
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J. C. CortΓ©s; L. JΓ³dar; L. Villafuerte
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Article
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2010
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John Wiley and Sons
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English
β 202 KB
This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several