On local linearization method for stochastic differential equations driven by fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2020 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2020.1779746
Abstract: Abstract We propose a local linearization scheme to approximate the solutions of non-autonomous stochastic differential equations driven by fractional Brownian motion with Hurst parameter Toward this end, we approximate the drift and diffusion terms by… read more here.
Keywords: stochastic differential; brownian motion; equations driven; differential equations ... See more keywords
An unsteady MHD Maxwell nanofluid flow with convective boundary conditions using spectral local linearization method
Sign Up to like & getrecommendations! Published in 2017 at "Open Physics"
DOI: 10.1515/phys-2017-0074
Abstract: Abstract The main focus of this study is on unsteady Maxwell nanofluid flow over a shrinking surface with convective and slip boundary conditions. The objective is to give an evaluation of the impact and significance… read more here.
Keywords: local linearization; spectral local; linearization method; maxwell nanofluid ... See more keywords