Publication Type : Journal Article
Publisher : Informa UK Limited
Source : Stochastic Analysis and Applications
Url : https://doi.org/10.1080/07362994.2020.1794892
Campus : Chennai
School : School of Engineering
Year : 2020
Abstract : In this paper, stochastic integral equations characterized by fractional Brownian motion have been studied. The fractional stochastic integral equation has been solved by second kind Chebyshev wavelets. The convergence and error analysis have been discussed for the efficiency of the discussed method. In addition, two illustrative examples have been solved to examine the efficiency and accuracy of the proposed scheme.
Cite this Research Publication : S. Saha Ray, S. Singh, New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion, Stochastic Analysis and Applications, Informa UK Limited, 2020, https://doi.org/10.1080/07362994.2020.1794892
