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An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay

Behrouz Parsa Moghaddam, Zeinab Salamat Mostaghim, Athanasios A. Pantelous, J. A. Tenreiro Machado

2020Communications in Nonlinear Science and Numerical Simulation35 citationsDOI

Topics & Concepts

MathematicsPiecewiseSpline (mechanical)Constant (computer programming)Nonlinear systemApplied mathematicsQuadratic equationFractional Brownian motionConvergence (economics)Stochastic differential equationMathematical optimizationBrownian motionMathematical analysisComputer scienceStatisticsEngineeringEconomicsStructural engineeringProgramming languageGeometryQuantum mechanicsPhysicsEconomic growthFractional Differential Equations SolutionsStochastic processes and financial applicationsDifferential Equations and Numerical Methods
An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay | Litcius