A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise (Q2671861)
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English | A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise |
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A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise (English)
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3 June 2022
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multi-fractional Gaussian noise
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variable order fractional Brownian motion
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stochastic operational matrix
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generalized hat functions
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convergence analysis
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