A spectral method for stochastic fractional differential equations

DOI10.1016/j.apnum.2019.01.009zbMath1469.65026OpenAlexW2913293915MaRDI QIDQ2633525

Angelamaria Cardone, Beatrice Paternoster, Raffaele D'Ambrosio

Publication date: 9 May 2019

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2019.01.009

zbMATH Keywords

spectral methodsstochastic fractional differential equationsIto integralChebychev collocation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)

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