Pages that link to "Item:Q1704476"

The following pages link to An efficient approach based on radial basis functions for solving stochastic fractional differential equations (Q1704476):

Displaying 12 items.

• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains (Q1658807) (← links)
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
• Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations (Q2196283) (← links)
• Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order (Q2332736) (← links)
• Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
• A spectral method for stochastic fractional differential equations (Q2633525) (← links)
• A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (Q2688105) (← links)
• A fast Euler-Maruyama method for fractional stochastic differential equations (Q2700093) (← links)
• A Meshless Method for Numerical Solutions of Non-Homogeneous Differential Equation with Variable Delays (Q5077728) (← links)
• (Q5094415) (← links)
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)