Document Type
Report
Source Publication Title
Technical Report 167
Abstract
Stochastic differential equations are considered. Estimates in terms of statistical properties are given for the difference between the solutions and solutions of the mean of stochastic differential systems. For this purpose necessary theorems are developed and sufficient conditions are given to obtain error estimates. A few examples are worked out to demonstrate the usefulness of the results.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
8-1-1981
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Sambandham, M. and Ladde, G. S., "Error Estimates of Solutions and Mean of Solutions of Stochastic Differential Systems" (1981). Mathematics Technical Papers. 77.
https://mavmatrix.uta.edu/math_technicalpapers/77