Approximate Solution of Stratonovich Linear Stochastic Differential Equations with induced Normalized Brownian Motion

Approximate Solution of Stratonovich Linear Stochastic Differential Equations with induced Normalized Brownian Motion

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This research article deals with the use of an iterative method, namely New Iterative Method (NIM) for the solution of Stratonovich Linear Stochastic Differential Equation. The noise terms of the linear SDEs are considered based on normalized Brownian Motion with finite series. Two Illustrative examples are considered to validate the accuracy of the method, and the results showed vividly...
 
Published at IEEE Xplore
Pages 288-293
Published in 2020
 
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visit (https://ieeexplore.ieee.org/xpl/conhome/9186528/proceeding?pageNumber=3)
 
 
Opeyemi P. Oundile and Sunday O. Edeki
Ogundile Opeyemi » Opeyemi Paul Ogundile obtained his B.Sc and M.Sc in Industrial Mathematics from Covenant University. He works as a researcher and Lecturer at the department of mathematics, Covenant University,Ota, Ogun State. His research interests include: Financial and Computational Mathematics, Modelling, Stochastic processes and numerics. view full profile
Ogundile Opeyemi
 
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