Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions
DOI10.3906/MAT-1508-50zbMath1424.60085OpenAlexW2619231649MaRDI QIDQ4633300
Morteza Khodabin, B. Hashemi, Khosrow Maleknejad
Publication date: 2 May 2019
Published in: TURKISH JOURNAL OF MATHEMATICS (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3906/mat-1508-50
Fractional processes, including fractional Brownian motion (60G22) 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)
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Cites Work
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