Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation

DOI10.1155/2012/709106zbMath1264.65210OpenAlexW2094988508WikidataQ58911601 ScholiaQ58911601MaRDI QIDQ1955098

Hanan Salem El-Hoety, Abdallah A. Badr

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/709106

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Fredholm integral equations (45B05) Functional-differential equations with fractional derivatives (34K37)

Related Items (6)

Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type ⋮ Unnamed Item ⋮ Unnamed Item ⋮ An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation ⋮ Numerical solution of stochastic fractional differential equations ⋮ Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation

Cites Work

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• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
• Finite element and difference approximation of some linear stochastic partial differential equations
• On a system of differential equations with fractional derivatives arising in rod theory
• Numerical Solutions of Stochastic Functional Differential Equations

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