A numerical approach based on Pell polynomial for solving stochastic fractional differential equations

DOI10.1007/S11075-024-01760-9MaRDI QIDQ6653262zbMATH OpenFDO

Authors Piyush K. Singh, S. Saha Ray

Publication date 16 December 2024

Published in Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

operational matricesstochastic fractional differential equationPell polynomialItô integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

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• Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
• Stochastic Calculus for Fractional Brownian Motion and Applications
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• Wavelet Galerkin method for solving stochastic fractional differential equations
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations

Cited in

(1)

• Pell-Lucas discretization method for finding the solution of Caputo-Fabrizio time-fractional diffusion equations

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