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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Hlavní autoři:	Vahid Eftekhari, Morteza Khodabin, Mohammad Esmael Samei
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	SpringerOpen 2025-08-01
Edice:	Boundary Value Problems
Témata:	Fractional stochastic integral equation Fractional Brownian motion Operational matrix Block-pulse basis function
On-line přístup:	https://doi.org/10.1186/s13661-025-02116-5
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