A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise

DOI10.1016/j.amc.2022.127218OpenAlexW4280490404WikidataQ114210865 ScholiaQ114210865MaRDI QIDQ2671861

Tahereh Eftekhari, Jalil Rashidinia

Publication date: 3 June 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127218

zbMATH Keywords

convergence analysisstochastic operational matrixgeneralized hat functionsmulti-fractional Gaussian noisevariable order fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Error analysis and interval analysis (65G99)

Related Items (4)

A new and efficient approach for solving linear and nonlinear time-fractional diffusion equations of distributed order ⋮ A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise ⋮ A new operational vector approach for time‐fractional subdiffusion equations of distributed order based on hybrid functions ⋮ A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise

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