Pages that link to "Item:Q2514272"

The following pages link to Numerical solution of stochastic fractional differential equations (Q2514272):

Displaying 46 items.

• Solving a nonlinear fractional stochastic partial differential equation with fractional noise (Q270222) (← links)
• Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator (Q666765) (← links)
• An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method (Q1700447) (← links)
• An efficient approach based on radial basis functions for solving stochastic fractional differential equations (Q1704476) (← links)
• Error estimates of finite element methods for nonlinear fractional stochastic differential equations (Q1712399) (← links)
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation (Q1724323) (← links)
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
• Application of hat basis functions for solving two-dimensional stochastic fractional integral equations (Q1993478) (← links)
• Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (Q2005024) (← links)
• Numerical approach for solution to an uncertain fractional differential equation (Q2008184) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation (Q2078137) (← links)
• Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation (Q2090353) (← links)
• Research on application of fractional calculus in signal real-time analysis and processing in stock financial market (Q2122311) (← links)
• An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays (Q2137331) (← links)
• Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
• A shifted Jacobi-Gauss collocation scheme for solving fractional neutral functional-differential equations (Q2248375) (← links)
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type (Q2318207) (← links)
• Large deviations for stochastic fractional integrodifferential equations (Q2335223) (← links)
• Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method (Q2357439) (← links)
• Stochastic fractional differential equations: modeling, method and analysis (Q2393250) (← links)
• Uncertain fractional forward difference equations for Riemann-Liouville type (Q2632905) (← links)
• A spectral method for stochastic fractional differential equations (Q2633525) (← links)
• ADM-TF hybrid method for nonlinear Itô-Volterra integral equations (Q2661451) (← links)
• A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (Q2688105) (← links)
• A fast Euler-Maruyama method for fractional stochastic differential equations (Q2700093) (← links)
• Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions (Q4628746) (← links)
• (Q4996819) (← links)
• The weak convergence of Euler method for nonlinear stochastic fractional differential equations (Q5051236) (← links)
• (Q5074732) (← links)
• (Q5074751) (← links)
• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (Q5074909) (← links)
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
• Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise (Q5089386) (← links)
• (Q5214850) (← links)
• Large Deviations for Stochastic Fractional Differential Equations (Q5236976) (← links)
• Controllability of Nonlinear Stochastic Fractional Integrodifferential Systems in Hilbert Spaces (Q5237001) (← links)
• (Q5294305) (← links)
• (Q5378936) (← links)
• Conforming finite element method for the time‐fractional nonlinear stochastic fourth‐order reaction diffusion equation (Q6066608) (← links)
• Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (Q6087659) (← links)
• Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative (Q6204584) (← links)
• A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations (Q6591012) (← links)
• Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion (Q6657383) (← links)
• Strong convergence of the Eluer-Maruyama method for stochastic fractional delay integro-differential equations (Q6665183) (← links)