An efficient approach based on radial basis functions for solving stochastic fractional differential equations
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Publication:1704476
Fractional ordinary differential equations (34A08) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Functional-differential equations with fractional derivatives (34K37)
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Cited in
(18)- Improving split-step forward methods by ODE solver for stiff stochastic differential equations
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
- On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions
- A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations
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- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- A fast Euler-Maruyama method for fractional stochastic differential equations
- Approximate solution of the fuzzy fractional Bagley-Torvik equation by the RBF collocation method
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
- A radial basis function method for fractional Darboux problems
- A spectral method for stochastic fractional differential equations
- An investigation of radial basis functions for fractional derivatives and their applications
- Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations
- Solving fractional diffusion equations by sinc and radial basis functions
- A Meshless Method for Numerical Solutions of Non-Homogeneous Differential Equation with Variable Delays
- Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations
- Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
- Computational technique for simulating variable-order fractional Heston model with application in US stock market
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