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On Newton’s method for stochastic differential equations

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Séminaire de Probabilités XXV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1485))

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References

  1. A. T. Bharucha-Reid and M. J. Christensen, Approximatc solution of random integral equations; General methods, Math. Comput. in Simul. 26 (1984), 321–328.

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

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  4. C. T. Gard, “Introduction to Stochastic Differential Equations,” Marcel Decker Inc., New York, 1988.

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  5. N. Ikeda and S. Watanabe, “Stochastic Differential Equations and Diffusion Processes,” North-Holland-Kodansha, Amsterdam and Tokyo, 1981.

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  6. L. A. Kantorovich and G. P. Akilov, “Functional Analysis (2nd Ed.),” Pergamon Press, Oxford and New York, 1982.

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  7. G. Vidossich, Chaplygin’s method is Newton’s method, Jour. Math. Anal. Appl. 66 (1978), 188–206.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Fukuoka Institute of Technology, 811-02, Fukuoka, Japan

    Shigetoku Kawabata & Toshio Yamada

  2. Department of Mathematics, Ritumeikan University, 603, Kyoto, Japan

    Shigetoku Kawabata & Toshio Yamada

Authors
  1. Shigetoku Kawabata
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  2. Toshio Yamada
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Jaques Azéma Marc Yor Paul André Meyer

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© 1991 Springer-Verlag

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Kawabata, S., Yamada, T. (1991). On Newton’s method for stochastic differential equations. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXV. Lecture Notes in Mathematics, vol 1485. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100852

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  • DOI: https://doi.org/10.1007/BFb0100852

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-54616-0

  • Online ISBN: 978-3-540-38496-0

  • eBook Packages: Springer Book Archive

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