NUMERICAL-SOLUTION OF ITO INTEGRAL-EQUATIONS

被引：73

作者：

RAO, NJ

BORWANKAR, JD

RAMKRISHNA, D

机构：

[1] INDIAN INST TECHNOL, DEPT ELECT ENGN, KANPUR 208016, UTTAR PRADESH, INDIA

[2] INDIAN INST TECHNOL, DEPT CHEM ENGN, KANPUR 208016, UTTAR PRADESH, INDIA

[3] INDIAN INST TECHNOL, DEPT MATH, KANPUR 208016, UTTAR PRADESH, INDIA

来源：

SIAM JOURNAL ON CONTROL | 1974年 / 12卷 / 01期

关键词：

D O I：

10.1137/0312011

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：124 / 139

页数：16

共 9 条

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[7]

ITO K, 1960, LECTURES STOCHASTIC

[8]

RAO NJ, 1972, THESIS INDIAN I TECH

[9]

Skorokhod A.V., 1965, ADIWES INT SERIES MA

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