• STEADY-STATE OF STOCHASTIC DIFFERENCE EQUATIONS USING GENERATING FUNCTIONS

Abstract

In the present paper we consider a general analytic iterative method for solving stochastic hereditary integrodifferential equation of the Ito type. The proposed method helps to determine probability of the solution to the original equation. The generality of this method is in the sense that Manu well-known iterative methods are its special cases, the Picard-Lindel of method of successive approximations. This method also uses the iterative; including linearization of the coefficients of the original equation, whenever required is computation.