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. The obtained r...

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Ngā kaituhi matua:	Vahid Eftekhari, Morteza Khodabin, Mohammad Esmael Samei
Hōputu:	Artigo
Reo:	Inglês
I whakaputaina:	SpringerOpen 2025-08-01
Rangatū:	Boundary Value Problems
Ngā marau:	Fractional stochastic integral equation Fractional Brownian motion Operational matrix Block-pulse basis function
Urunga tuihono:	https://doi.org/10.1186/s13661-025-02116-5
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