scientific article; zbMATH DE number 7523981
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Publication:5074751
DOI10.30495/JME.V15I0.2076zbMATH Open1487.60120MaRDI QIDQ5074751FDOQ5074751
Authors: Seddigheh Banihashemi, Hossein Jafari, Afshin Babaei 
Publication date: 10 May 2022
Title of this publication is not available (Why is that?)
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fractional Brownian motionconvergence analysisstochastic delay differential equationJacobi collocation techniquestep-by-step scheme
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional partial differential equations (35R11)
Cites Work
- Jacobi approximations in non-uniformly Jacobi-weighted Sobolev spaces
- A spectral tau algorithm based on Jacobi operational matrix for numerical solution of time fractional diffusion-wave equations
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- Stochastic differential equations. An introduction with applications.
- Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion
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- A new stochastic formulation of a population growth problem
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- Legendre wavelet collocation method combined with the Gauss-Jacobi quadrature for solving fractional delay-type integro-differential equations
- 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
- An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations
Cited In (6)
- A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
- Numerical approximation of stochastic delay differential equations driven by fractional Brownian motion
- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays
- An effective approach to solve a multi-term time fractional differential equation \((M-TFDE)\) with \(3\) function space approximation
- An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
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