Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved. Uniqueness and convergence of their adapted solutions are reviewed. The efficiency of the method is demonstrated through the two numerical experiments.
Nouri,K . (2017). Study on efficiency of the Adomian decomposition method for stochastic differential equations. International Journal of Nonlinear Analysis and Applications, 8(1), 61-68. doi: 10.22075/ijnaa.2016.484
MLA
Nouri,K . "Study on efficiency of the Adomian decomposition method for stochastic differential equations", International Journal of Nonlinear Analysis and Applications, 8, 1, 2017, 61-68. doi: 10.22075/ijnaa.2016.484
HARVARD
Nouri K. (2017). 'Study on efficiency of the Adomian decomposition method for stochastic differential equations', International Journal of Nonlinear Analysis and Applications, 8(1), pp. 61-68. doi: 10.22075/ijnaa.2016.484
CHICAGO
K Nouri, "Study on efficiency of the Adomian decomposition method for stochastic differential equations," International Journal of Nonlinear Analysis and Applications, 8 1 (2017): 61-68, doi: 10.22075/ijnaa.2016.484
VANCOUVER
Nouri K. Study on efficiency of the Adomian decomposition method for stochastic differential equations. IJNAA. 2017;8(1):61-68. doi: 10.22075/ijnaa.2016.484
International Journal of Nonlinear Analysis and Applications