Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
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Cites work
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical solution of Volterra integral and integro-differential equations of convolution type by using operational matrices of piecewise constant orthogonal functions
- Numerical solution of integral equations system of the second kind by block-pulse functions
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- On a stochastic differential equation modeling of prey-predator evolution
- One linear analytic approximation for stochastic integrodifferential equations
- Population growth regulated by intraspecific competition for energy or time: Some simple representations
- Stochastic differential equations. An introduction with applications.
Cited in
(8)- Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
- A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
- Numerical method for a kind of stochastic delay differential equation by using block pulse functions
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- Application of new basis functions for solving nonlinear stochastic differential equations
- A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion
- Application of operational matrices to numerical solution of stochastic SIR model
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