International Journal of Mathematics and Mathematical Sciences
Volume 4 (1981), Issue 3, Pages 529-542
doi:10.1155/S0161171281000380
Symmetrized solutions for nonlinear stochastic differential equations
G. Adomian1
and L.H. Sibul2
1Center for Applied Mathematics, University of Georgia, Athens 30602, Georgia, USA
2Applied Research Laboratory, Pennsylvania State University, University Park 16802, Pennsylvania, USA
Abstract
Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.