An efficient approach based on radial basis functions for solving stochastic fractional differential equations
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Publication:1704476
DOI10.1007/S40096-017-0211-7zbMATH Open1382.65015OpenAlexW2589957127WikidataQ59516535 ScholiaQ59516535MaRDI QIDQ1704476FDOQ1704476
Authors: Peng Zhang 
Publication date: 12 March 2018
Published in: Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40096-017-0211-7
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Cited In (13)
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
- Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
- An investigation of radial basis functions for fractional derivatives and their applications
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations
- A spectral method for stochastic fractional differential equations
- A Meshless Method for Numerical Solutions of Non-Homogeneous Differential Equation with Variable Delays
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
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- Computational technique for simulating variable-order fractional Heston model with application in US stock market
- A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations
- A fast Euler-Maruyama method for fractional stochastic differential equations
- Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations
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