Document Type
Article
Publication Title
Journal of Applied Mathematics and Stochastic Analysis
Abstract
In this paper we extend the method of quasilinearization to stochastic initial value problems. Further we prove that the iterates converge uniformly almost surely to the unique solution and the convergence is quadratic.
First Page
69
Last Page
75
DOI
10.1155/S1048953395000062
Publication Date
1995
Recommended Citation
N. Shahzad and Farzana A. McRae, “Extension of the method of quasilinearization for stochastic initial value problems,” Journal of Applied Mathematics and Stochastic Analysis, vol. 8, no. 1, pp. 69-75, 1995. doi:10.1155/S1048953395000062