Title of article :
a numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional wiener process
Author/Authors :
aryani, elnaz university of mazandaran - department of applied mathematics, babolsar, iran , babaei, afshin university of mazandaran - department of applied mathematics, babolsar, iran , valinejad, ali university of mazandaran - department of computer sciences, babolsar, iran
From page :
61
To page :
76
Abstract :
this paper deals with the numerical solution of nonlinear fractional stochastic integro-differential equations with the n-dimensional wiener process. a new computational method is employed to approximate the solution of the considered problem. this technique is based on the modi ed hat functions, the caputo derivative, and a suitable numerical integration rule. error estimate of the method is investigated in detail. in the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach.
Keywords :
stochastic process , brownian motion , caputo’s derivative , modified hat functions , error estimate
Journal title :
Computational Methods for Differential Equations
Journal title :
Computational Methods for Differential Equations
Record number :
2704808
Link To Document :
بازگشت