Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
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Cites work
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Cited in
(24)- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
- Fractional noise destroys or induces a stochastic bifurcation
- Extinction and strong persistence in the Beddington–DeAngelis predator–prey random model
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Solving a nonlinear fractional stochastic partial differential equation with fractional noise
- Fractional-order variational optical flow model for motion estimation
- A high-speed algorithm for computation of fractional differentiation and fractional integration
- Some reduction methods of problems of nonlinear stochastic dynamics
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
- Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion
- Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control
- Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion
- Optimal random search, fractional dynamics and fractional calculus
- Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
- Linearization criteria for systems of two second-order stochastic ordinary differential equations
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion
- Almost sure and moment stability properties of fractional order Black-Scholes model
- Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
- Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion
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