Numerical methods for first order uncertain stochastic differential equations

DOI10.1504/IJMOR.2020.104679zbMath1452.65016OpenAlexW4241857987MaRDI QIDQ2214181

Eriyoti Chikodza, Senelani D. Hove-Musekwa, Justin Chirima

Publication date: 7 December 2020

Published in: International Journal of Mathematics in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmor.2020.104679

zbMATH Keywords

uncertaintyRunge-Kuttaepistemiccall optionaleatory

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fuzzy probability (60A86)

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Euler scheme for solving a class of stochastic differential variational inequalities with some applications

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