A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise (Q2671861)

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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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