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...
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | article |
| Langue: | EN |
| Publié: |
Hindawi Limited
2021
|
| Sujets: | |
| Accès en ligne: | https://doaj.org/article/323ca4bd9c8746a49818d0c29e9500ac |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|