Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631768 | Applied Mathematics and Computation | 2010 | 9 Pages |
Abstract
We consider an analytic iterative method to approximate the solution of a neutral stochastic functional differential equation. More precisely, we define a sequence of approximate equations and we give sufficient conditions under which the approximate solutions converge with probability one and in pth moment sense, p ⩾ 2, to the solution of the initial equation. We introduce the notion of the Z-algorithm for this iterative method and present some examples to illustrate the theory. Especially, we point out that the well-known Picard method of iterations is a special Z-algorithm.
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Svetlana JankoviÄ, Maja Vasilova, Marija KrstiÄ,