scientific article; zbMATH DE number 7523981

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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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)

Cites Work

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• 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
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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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