Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
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Publication:437400
DOI10.1007/S11071-011-0183-3zbMATH Open1246.60084OpenAlexW2074655018MaRDI QIDQ437400FDOQ437400
Yangquan Chen, Caibin Zeng, Qi-Gui Yang
Publication date: 17 July 2012
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-011-0183-3
stochastic differential equationfractional Brownian motionreducibility[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]
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Cited In (24)
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
- Almost sure and moment stability properties of fractional order Black-Scholes model
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Solving a nonlinear fractional stochastic partial differential equation with fractional noise
- Linearization criteria for systems of two second-order stochastic ordinary differential equations
- Extinction and strong persistence in the Beddington–DeAngelis predator–prey random model
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
- The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion
- Fractional-order variational optical flow model for motion estimation
- Optimal random search, fractional dynamics and fractional calculus
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
- Fractional noise destroys or induces a stochastic bifurcation
- Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
- A high-speed algorithm for computation of fractional differentiation and fractional integration
- Some reduction methods of problems of nonlinear stochastic dynamics
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion
- Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control
- Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion
- Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion
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