Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions

DOI10.1155/2021/4934658zbMATH Open1486.65007OpenAlexW3208409680MaRDI QIDQ2244375FDOQ2244375

Authors: Mengting Deng, Guo Jiang, Ting Ke 

Publication date: 12 November 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/4934658

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Cited In (3)

• Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
• Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
• A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion

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