Using block-pulse basis functions for solving the stochastic fractional integral equations with respect to fractional Brownian motion numerically

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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Bibliographic Details
Main Authors: Vahid Eftekhari, Morteza Khodabin, Mohammad Esmael Samei
Format: Article
Language:English
Published: SpringerOpen 2025-08-01
Series:Boundary Value Problems
Subjects:
Fractional stochastic integral equation
Fractional Brownian motion
Operational matrix
Block-pulse basis function
Online Access:https://doi.org/10.1186/s13661-025-02116-5
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