Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation
type: Item
instance of: scholarly article
title: Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation
zbMATH Open document ID: 1264.65210
DOI: 10.1155/2012/709106
author: Abdallah A. Badr
author: Hanan Salem El-Hoety
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 34K37
Mathematics Subject Classification ID: 45B05
zbMATH DE Number: 6173501
Wikidata QID: Q58911601
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/709106
OpenAlex ID: W2094988508
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description: scientific article; zbMATH DE number 6173501