A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (Q6167770): Difference between revisions

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scientific article; zbMATH DE number 7723609

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English	A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion	scientific article; zbMATH DE number 7723609

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instance of

scholarly article

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title

A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (English)

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Computational Methods in Applied Mathematics

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publication date

7 August 2023

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zbMATH Keywords

shifted Jacobi polynomial

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fractional Brownian motion

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nonlinear stochastic differential equations

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operational matrices

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convergence analysis

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MaRDI profile type

MaRDI publication profile

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cites work

Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions

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Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional 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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Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion

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Numerical solution of nonlinear 2D Volterra-Fredholm integro-differential equations by two-dimensional triangular function

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Fractional Brownian Motions, Fractional Noises and Applications

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A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations

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Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

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Two dimensional wavelets collocation scheme for linear and nonlinear Volterra weakly singular partial integro-differential equations

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Q3130536

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Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method

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New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion

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Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion

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Numerical solution of fractional differential equations using Haar wavelet operational matrix method

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A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion

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Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach

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Identifiers

zbMATH Open document ID

1522.65014

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DOI

10.1515/cmam-2022-0187

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167770

@@ Property / cites work @@
+Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
+Normal rank
@@ Property / cites work @@
+Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional 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 @@
+Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Numerical solution of nonlinear 2D Volterra-Fredholm integro-differential equations by two-dimensional triangular function
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Two dimensional wavelets collocation scheme for linear and nonlinear Volterra weakly singular partial integro-differential equations
+Normal rank
@@ Property / cites work @@
+Q3130536
@@ Property / cites work: Q3130536 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
+Normal rank
@@ Property / cites work @@
+New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Numerical solution of fractional differential equations using Haar wavelet operational matrix method
+Normal rank
@@ Property / cites work @@
+A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
+Normal rank