Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

DOI10.22075/IJNAA.2017.1023.1198zbMath1387.65007OpenAlexW2780256854MaRDI QIDQ3133793

Mahnaz Asgari, Morteza Khodabin

Publication date: 5 February 2018

Full work available at URL: http://ijnaa.semnan.ac.ir/article_2783_c6fbfe31fd6236b020f1a1ec4c88ae52.pdf

zbMATH Keywords

Brownian motionItô integralnonlinear stochastic differential equationstochastic operational matrixtriangular function

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

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