New stochastic operational matrix method for solving stochastic Ito-Volterra integral equations characterized by fractional Brownian motion

被引：8

作者：

Ray, S. Saha ^{[1
]}

Singh, S. ^{[1
]}

机构：

[1] Natl Inst Technol Rourkela, Dept Math, Rourkela 769008, India

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2021年 / 39卷 / 02期

关键词：

Fractional stochastic integral equations; fractional Brownian motion; second kind Chebyshev wavelets; fractional stochastic operational matrix;

D O I：

10.1080/07362994.2020.1794892

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, stochastic integral equations characterized by fractional Brownian motion have been studied. The fractional stochastic integral equation has been solved by second kind Chebyshev wavelets. The convergence and error analysis have been discussed for the efficiency of the discussed method. In addition, two illustrative examples have been solved to examine the efficiency and accuracy of the proposed scheme.

引用

页码：224 / 234

页数：11

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