Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

DOI10.22075/IJNAA.2017.1023.1198zbMATH Open1387.65007OpenAlexW2780256854MaRDI QIDQ3133793FDOQ3133793

Authors: Mahnaz Asgari, Morteza Khodabin 

Publication date: 5 February 2018

Full work available at URL: http://ijnaa.semnan.ac.ir/article_2783_c6fbfe31fd6236b020f1a1ec4c88ae52.pdf

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zbMATH Keywords

Brownian motionstochastic operational matrixnonlinear stochastic differential equationtriangular functionItô integral

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Cited In (8)

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• Title not available (Why is that?)
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• Application of triangular functions for solving the Vasicek model
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