Adomian decomposition method applied to continuous-time bilinear stochastic processes with time-varying coefficients

Abstract

In the present paper, we apply the Adomian decomposition method for bilinear stochastic processes with time-varying coefficients in both time and frequency domain. More precisely, we derived an analytical approximate solution and we prove its convergence to the exact solution in time domain, furthermore we give an analytical approximate solution in frequency domain, i.e, we derived analytical approximate transfer functions which converge to the exact transfer functions.