A New Approach to Approximate Solutions of Single Time-Delayed Stochastic Integral Equations via Orthogonal Functions

A New Approach to Approximate Solutions of Single Time-Delayed Stochastic Integral Equations via Orthogonal Functions

This paper proposes a new numerical method for solving single time-delayed stochastic differential equations via orthogonal functions. The basic principles of the technique are presented. The new method is applied to approximate two kinds of stochastic differential equations with additive and multip...

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Bibliographic Details
Main Authors: Seyyedeh N. Kiaee, Morteza Khodabin, Reza Ezzati, António M. Lopes
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Symmetry
Subjects:
stochastic delay equations
stochastic differential equation
Volterra integral equations
triangular functions
operational matrix
Itô integral
Online Access:https://www.mdpi.com/2073-8994/14/10/2085

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