Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations

DOI10.1002/MMA.10026MaRDI QIDQ6562607zbMATH OpenFDO

Authors Nasrin Samadyar, Y. Ordokhani

Publication date 27 June 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.10026

zbMATH Keywords

error analysisoperational matrix methodpiecewise functionstochastic differential equationsvariable-order fractional Brownian motion

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Ordinary differential equations and systems with randomness (34F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Orthonormal discrete Legendre polynomials for stochastic distributed-order time-fractional fourth-order delay sub-diffusion equation

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