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Battal Gazi Karakoc, S., Geyikli, T. and Bashana, A. (2013) A Numerical Solution of the Modified Regularized Long Wave MRLW Equation Using Quartic B Splines. TWMS Journal of Applied and Engineering Mathematics, 3, 231-244.
https://doi.org/10.1186/1687-2770-2013-27

has been cited by the following article:

• TITLE: Approximation of an Integral Markov Process Arising in the Approximation of Stochastic Differential Equation

  AUTHORS: Mohammad Rahman

  KEYWORDS: Variance, Markov Process, Parametric Noise, Differential Equation, Approximations

  JOURNAL NAME: Advances in Pure Mathematics, Vol.12 No.1, January 26, 2022

  ABSTRACT: We provide the derivation of a new formula for the approximation of an integral Markov process arising in the approximation of stochastic differential equations. This formula extends an existing formula derived in [1]. We have shown numerically that the leading order approximation of the differential equation with noise by solving an associated averaged problem and estimating the difference between them and the result is illustrated through some examples.