Using block-pulse basis functions for solving the stochastic fractional integral equations with respect to fractional Brownian motion numerically
Abstract The current study pursues the specific goal of determining the approximate solution of the linear stochastic fractional Itô-Volterra integral equations which has been caused by fractional Brownian motion under Hurst parameter 0 < H < 1 $0 < H< 1$ , using a numerical approach. Th...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-08-01
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| Series: | Boundary Value Problems |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13661-025-02116-5 |
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