scientific article; zbMATH DE number 7523981

DOI10.30495/JME.V15I0.2076zbMATH Open1487.60120MaRDI QIDQ5074751FDOQ5074751

Afshin Babaei, Hossein Jafari, Seddigheh Banihashemi

Publication date: 10 May 2022

Title of this publication is not available (Why is that?)

zbMATH Keywords

fractional Brownian motionconvergence analysisstochastic delay differential equationJacobi collocation techniquestep-by-step scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional partial differential equations (35R11)

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• A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
• Numerical solutions of stochastic Fisher equation to study migration and population behavior in biological invasion
• Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes
• A numerical method based on the Jacobi polynomials to reconstruct an unknown source term in a time fractional diffusion-wave equation

Cited In (2)

• Title not available (Why is that?)
• An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays

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