Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

DOI10.1002/mma.4671zbMath1390.60253OpenAlexW2772377281MaRDI QIDQ4634492

Farshid Mirzaee, Nasrin Samadyar

Publication date: 10 April 2018

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.4671

zbMATH Keywords

collocation methodoperational matrixmodification of hat functionsstochastic Itô-Volterra integral equationsfractional Brownian motion process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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