Keywords
- Stochastic Differential Equation
- Random Operator
- Arbitrary Positive Number
- Stochastic Differential Equa
- Martingale Inequality
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
A. T. Bharucha-Reid and M. J. Christensen, Approximatc solution of random integral equations; General methods, Math. Comput. in Simul. 26 (1984), 321–328.
A. T. Bharucha-Reid and R. Kannan, Newton’s method for random operator equations, Nonlinear Anal. 4 (1980), 231–240.
S. A. Chaplygin, “Collected papers on Mechanics and Mathematics,” Moscow, 1954.
C. T. Gard, “Introduction to Stochastic Differential Equations,” Marcel Decker Inc., New York, 1988.
N. Ikeda and S. Watanabe, “Stochastic Differential Equations and Diffusion Processes,” North-Holland-Kodansha, Amsterdam and Tokyo, 1981.
L. A. Kantorovich and G. P. Akilov, “Functional Analysis (2nd Ed.),” Pergamon Press, Oxford and New York, 1982.
G. Vidossich, Chaplygin’s method is Newton’s method, Jour. Math. Anal. Appl. 66 (1978), 188–206.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1991 Springer-Verlag
About this paper
Cite this paper
Kawabata, S., Yamada, T. (1991). On Newton’s method for stochastic differential equations. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXV. Lecture Notes in Mathematics, vol 1485. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100852
Download citation
DOI: https://doi.org/10.1007/BFb0100852
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-54616-0
Online ISBN: 978-3-540-38496-0
eBook Packages: Springer Book Archive
