Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
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Publication:1724323
DOI10.1155/2014/523163zbMath1474.65010OpenAlexW1980241116WikidataQ59039136 ScholiaQ59039136MaRDI QIDQ1724323
Z. Sadati, Morteza Khodabin, Reza Ezzati
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/523163
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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