A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise
DOI10.1002/MMA.9265zbMATH Open1528.60057OpenAlexW4362608593MaRDI QIDQ6137323FDOQ6137323
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
convergence analysisstochastic operational matrixgeneralized hat functionsoperational vectorhybrid of block-pulse functions and shifted Legendre polynomialsmultifractional Gaussian noise
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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