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: Mengting Deng, Guo Jiang, Ting Ke
Formato: article
Lenguaje:EN
Publicado: Hindawi Limited 2021
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Acceso en línea:https://doaj.org/article/323ca4bd9c8746a49818d0c29e9500ac
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