Ogundile, O. P. and Edeki, S.O. (2021) Iterative methods for approximate solution of the Ornstein- Uhlenbeck process with normalised brownian motion. In: International Conference on Recent Trends in Applied Research (ICoRTAR).
![[img]](http://eprints.covenantuniversity.edu.ng/style/images/fileicons/application_pdf.png) |
PDF
Download (673kB) |
Abstract
This work considers the concept of the Normalised Brownian motion for the solutions of the Ornstein-Uhlenbeck process using the Daftardar-Jafari Method (DJM) and Picard Iterative Method (PIM) as the approximate-analytical methods of solutions. The results obtained from DJM are compared with those of the PIM. The obtained results, therefore, show the effectiveness of the proposed methods
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | AKINWUMI |
| Date Deposited: | 07 Feb 2023 10:38 |
| Last Modified: | 07 Feb 2023 10:38 |
| URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/16593 |
Actions (login required)
 |
View Item |
