NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646)
From MaRDI portal
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 |
Statements
NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (English)
0 references
15 August 2023
0 references
stochastic differential equations
0 references
stochastic operational matrix
0 references
shifted Legendre polynomial
0 references
fractional Brownian motion
0 references
Hurst parameter
0 references
persistent process
0 references
error analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references