A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise

DOI10.1002/MMA.9265MaRDI QIDQ6137323zbMATH OpenOpenAlexFDO

Authors Tahereh Eftekhari, J. Rashidinia

Publication date 18 January 2024

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

Full work available at URL https://doi.org/10.1002/mma.9265

zbMATH Keywords

convergence analysisstochastic operational matrixgeneralized hat functionsoperational vectorhybrid of block-pulse functions and shifted Legendre polynomialsmultifractional Gaussian noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited in

(1)

• Regularity analysis for SFDEs driven by mixed fractional Brownian motion and strong convergence of a numerical scheme

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