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HOMOTOPY CONTINUATION METHODS FOR STOCHASTIC TWO-POINT BOUNDARY VALUE PROBLEMS DRIVEN BY ADDITIVE NOISES
Authors:Yanzhao Cao  ;PengWang  ;Xiaoshen Wang
Institution:[1]Department of Mathematics ~ Statistics, Auburn University, Auburn, AL 368~9-5168, USA and School of Mathematics, Jilin University, Changchun 130012, China; [2]School of Mathematics, Jilin University, Changchun 130012, China; [3]Department of Mathematics and Statistics, University of Arkansas at Little Rock, Little Rock, AR 72204, USA
Abstract:Stochastic differential equations, Homotopy method, Shooting method.
Keywords:Stochastic differential equations  Homotopy method  Shooting method  
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