Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300): Difference between revisions

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scientific article; zbMATH DE number 7049988

Language	Label	Description	Also known as
English	Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions	scientific article; zbMATH DE number 7049988

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instance of

scholarly article

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title

Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (English)

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TURKISH JOURNAL OF MATHEMATICS

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publication date

2 May 2019

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zbMATH Keywords

Brownian and fractional Brownian

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linear stochastic integral equation

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hat functions

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3906/mat-1508-50

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cites work

Numerical solution of nonlinear Volterra-Fredholm integro-differential equations via direct method using triangular functions

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Using triangular orthogonal functions for solving Fredholm integral equations of the second kind

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Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)

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Stochastic Calculus for Fractional Brownian Motion and Applications

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Mean square numerical solution of random differential equations: Facts and possibilities

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Numerical solution of random differential equations: a mean square approach

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A new set of orthogonal functions and its application to the analysis of dynamic systems

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Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation

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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

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A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

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One linear analytic approximation for stochastic integrodifferential equations

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Numerical solution of stochastic differential equations by second order Runge-Kutta methods

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Q4004325

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Q3509341

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Triangular functions (TF) method for the solution of nonlinear Volterra-Fredholm integral equations

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The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

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Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type

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Forward, backward and symmetric stochastic integration

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Simulation of stochastic differential equations

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A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions

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Identifiers

zbMATH Open document ID

1424.60085

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DOI

10.3906/mat-1508-50

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4633300

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-Khosrow Maleknejad
@@ Property / author: Khosrow Maleknejad / rank @@
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+Khosrow Maleknejad
@@ Property / author: Khosrow Maleknejad / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3906/mat-1508-50
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+W2619231649
@@ Property / OpenAlex ID: W2619231649 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of nonlinear Volterra-Fredholm integro-differential equations via direct method using triangular functions
+Normal rank
@@ Property / cites work @@
+Using triangular orthogonal functions for solving Fredholm integral equations of the second kind
+Normal rank
@@ Property / cites work @@
+Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of random differential equations: Facts and possibilities
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential equations: a mean square approach
+Normal rank
@@ Property / cites work @@
+A new set of orthogonal functions and its application to the analysis of dynamic systems
+Normal rank
@@ Property / cites work @@
+Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+Normal rank
@@ Property / cites work @@
+A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
+Normal rank
@@ Property / cites work @@
+One linear analytic approximation for stochastic integrodifferential equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations by second order Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3509341
@@ Property / cites work: Q3509341 / rank @@
+Normal rank
@@ Property / cites work @@
+Triangular functions (TF) method for the solution of nonlinear Volterra-Fredholm integral equations
+Normal rank
@@ Property / cites work @@
+The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
+Normal rank
@@ Property / cites work @@
+Simulation of stochastic differential equations
@@ Property / cites work: Simulation of stochastic differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4633300