Study on efficiency of the Adomian decomposition method for stochastic differential equations

	Study on efficiency of the Adomian decomposition method for stochastic differential equations
International Journal of Nonlinear Analysis and Applications
مقاله 6، دوره 8، شماره 1، مهر 2017، صفحه 61-68 اصل مقاله (306.44 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22075/ijnaa.2016.484
نویسنده
Kazem Nouri
Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan 35195-363, Iran
تاریخ دریافت: 20 اسفند 1393، تاریخ بازنگری: 21 آبان 1394، تاریخ پذیرش: 27 آذر 1394
چکیده
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.
کلیدواژه‌ها
Stochastic differential equation؛ stochastic Adomian decomposition method؛ Ito formula

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