On Newton's method for stochastic differential equations
Kawabata, Shigetoku ; Yamada, Toshio
Séminaire de probabilités de Strasbourg, Tome 25 (1991), p. 121-137 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1991-01-01
@article{SPS_1991__25__121_0,
     author = {Kawabata, Shigetoku and Yamada, Toshio},
     title = {On Newton's method for stochastic differential equations},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {25},
     year = {1991},
     pages = {121-137},
     mrnumber = {1187776},
     zbl = {0741.60052},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1991__25__121_0}
}

Kawabata, Shigetoku; Yamada, Toshio. On Newton's method for stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 25 (1991) pp. 121-137. http://gdmltest.u-ga.fr/item/SPS_1991__25__121_0/

1. A.T. Bharucha-Reid and M.J. Christensen, Approximate solution of random integral equations ; General methods, Math. Comput. in Simul. 26 (1984), 321-328. | MR 758711 | Zbl 0549.60057

2. A.T. Bharucha-Reid and R. Kannan, Newton's method for random operator equations, Nonlinear Anal. 4 (1980), 231-240. | MR 563806 | Zbl 0435.60064

3. S.A. Chaplygin, "Collected papers on Mechanics and Mathematics," Moscow, 1954.

4. C.T. Gard, "Introduction to Stochastic Differential Equations," Marcel Decker Inc., New York, 1988. | MR 917064 | Zbl 0628.60064

5. N. Ikeda and S. Watanabe, "Stochastic Differential Equations and Diffusion Processes," North-Holland - Kodansha, Amsterdam and Tokyo, 1981. | MR 637061 | Zbl 0495.60005

6. L.A. Kantorovich and G.P. Akilov, "Functional Analysis ( 2nd Ed. )," Pergamon Press, Oxford and New York, 1982. | MR 664597 | Zbl 0484.46003

7. G. Vidossich, Chaplygin's method is Newton's method, Jour. Math. Anal. Appl. 66 (1978), 188-206. | MR 513493 | Zbl 0398.65042