Taylor Expansions for RODEs with Affine Noise

Han, Xiaoying; Kloeden, Peter E.

doi:10.1007/978-981-10-6265-0_7

Xiaoying Han¹⁶ &
Peter E. Kloeden¹⁷

Part of the book series: Probability Theory and Stochastic Modelling ((PTSM,volume 85))

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Abstract

Taylor expansions are derived for RODEs with affine noise and general Affine-RODE-Taylor approximations are formulated.

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Authors and Affiliations

Auburn, AL, USA
Xiaoying Han
School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei, China
Peter E. Kloeden

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Xiaoying Han
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Peter E. Kloeden
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Correspondence to Xiaoying Han .

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Han, X., Kloeden, P.E. (2017). Taylor Expansions for RODEs with Affine Noise. In: Random Ordinary Differential Equations and Their Numerical Solution. Probability Theory and Stochastic Modelling, vol 85. Springer, Singapore. https://doi.org/10.1007/978-981-10-6265-0_7

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DOI: https://doi.org/10.1007/978-981-10-6265-0_7
Published: 28 October 2017
Publisher Name: Springer, Singapore
Print ISBN: 978-981-10-6264-3
Online ISBN: 978-981-10-6265-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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