NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646)
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scientific article; zbMATH DE number 7726755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 7726755 |
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NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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15 August 2023
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stochastic differential equations
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stochastic operational matrix
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shifted Legendre polynomial
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fractional Brownian motion
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Hurst parameter
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persistent process
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error analysis
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