Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
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Publication:523653
DOI10.1007/s00009-016-0820-7zbMath1362.65013OpenAlexW2564829416MaRDI QIDQ523653
B. Hashemi, Morteza Khodabin, Khosrow Maleknejad
Publication date: 21 April 2017
Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00009-016-0820-7
hat functionsBrownian and fractional Brownian motion processnonlinear stochastic Itô Volterra integral equations
Other nonlinear integral equations (45G10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)
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