Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion

DOI10.1016/j.chaos.2019.04.040zbMath1448.60090OpenAlexW2946350816WikidataQ127893664 ScholiaQ127893664MaRDI QIDQ2213090

Mohammad Reza Mahmoudi, Mohammad Heydari, Zakieh Avazzadeh

Publication date: 27 November 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.04.040

zbMATH Keywords

stochastic differential equations (SDEs)stochastic Brusselator problemstochastic Lotka-Volterra systemChebyshev cardinal wavelets (CCWs)stochastic Duffing-van der Pol oscillator problemstochastic pendulum modelvariable-order fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Software, source code, etc. for problems pertaining to probability theory (60-04)

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