Numerical Solution of Nonlinear Stochastic Itô–Volterra Integral Equations Driven by Fractional Brownian Motion Using Block Pulse Functions
This paper presents a valid numerical method to solve nonlinear stochastic Itô–Volterra integral equations (SIVIEs) driven by fractional Brownian motion (FBM) with Hurst parameter H∈1/2,1. On the basis of FBM and block pulse functions (BPFs), a new stochastic operational matrix is proposed. The nonl...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Hindawi Limited
2021
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| Acceso en línea: | https://doaj.org/article/323ca4bd9c8746a49818d0c29e9500ac |
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