Application of flatlet oblique multiwavelets to solve the fractional stochastic integro‐differential equation using Galerkin method
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DOI: 10.1002/mma.10017
Abstract: This study introduces a new numerical approach named flatlet oblique multiwavelets (FOMW) to solve fractional‐order stochastic integro‐differential equation (FSI‐DE). The FOMW is used to create an operational matrix of the stochastic integral, which helps transform… read more here.
Keywords: differential equation; solve fractional; stochastic integro; integro differential ... See more keywords
Solvability and Stability for Neutral Stochastic Integro-differential Equations Driven by Fractional Brownian Motion with Impulses
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DOI: 10.1007/s00009-018-1253-2
Abstract: The paper is devoted to the existence, uniqueness and asymptotic behaviors of mild solution to neutral impulsive stochastic integro-differential equations driven by fractional Brownian motion with $$H\in (\frac{1}{2},1)$$H∈(12,1) by the theory of resolvent operator and… read more here.
Keywords: integro differential; fractional brownian; driven fractional; equations driven ... See more keywords
Application of orthonormal Bernstein polynomials to construct a efficient scheme for solving fractional stochastic integro-differential equation
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DOI: 10.1016/j.ijleo.2016.12.029
Abstract: Abstract Fractional stochastic integro-differential equations arise in many problems in mechanics, finance, biology, medical, social sciences. In many situation, we can not solve these equations analytically, therefore we try to get an approximate solution for… read more here.
Keywords: integro differential; bernstein polynomials; fractional stochastic; stochastic integro ... See more keywords