2017
DOI: 10.1007/s40819-017-0362-0
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Stochastic Operational Matrix Method for Solving Stochastic Differential Equation by a Fractional Brownian Motion

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Cited by 15 publications
(1 citation statement)
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“…Recently, many research has been carried out on solving the stochastic Itô‐Volterra integral equation. In these researches, the numerical methods based on the least squares, stochastic operational matrix, radial basis functions (RBFs), Euler polynomial, orthonormal Bernoulli polynomials, Haar wavelets, and cubic B‐spline approximation are introduced. In Saffarzadeh et al, an iterative numerical algorithm to approximate the solution of stochastic Itô‐Volterra integral equations with m‐dimensional Brownian motion process is provided.…”
Section: Introductionmentioning
confidence: 99%
“…Recently, many research has been carried out on solving the stochastic Itô‐Volterra integral equation. In these researches, the numerical methods based on the least squares, stochastic operational matrix, radial basis functions (RBFs), Euler polynomial, orthonormal Bernoulli polynomials, Haar wavelets, and cubic B‐spline approximation are introduced. In Saffarzadeh et al, an iterative numerical algorithm to approximate the solution of stochastic Itô‐Volterra integral equations with m‐dimensional Brownian motion process is provided.…”
Section: Introductionmentioning
confidence: 99%