NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/s0218348x23400522zbMath1522.65015OpenAlexW4318572206WikidataQ117219371 ScholiaQ117219371MaRDI QIDQ6114646

D. Uma, S. G. Venkatesh, K. Balasubramanian, S. Raja Balachandar, Mantepu Tshepo Masetshaba

Publication date: 15 August 2023

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x23400522

zbMATH Keywords

fractional Brownian motionstochastic differential equationserror analysisHurst parameterstochastic operational matrixpersistent processshifted Legendre polynomial

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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