Abstract

Abstract The integral equation formulation of a linear stochastic differential equation with stochastic coefficients introduced by Adomain [1-4] is investigated using an Lp Green's formula developed with the aid of an Lp calculus of products of stochastic processes. In Adomian's method, the integral equation is solved by the method of successive approximations and in this paper, Lp type sufficient conditions for the existence of a solution are given. AMS Code 60H10.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.