A Numerical Algorithm for Solving Nonlocal Nonlinear Stochastic Delayed Systems with Variable-Order Fractional Brownian Noise

A Numerical Algorithm for Solving Nonlocal Nonlinear Stochastic Delayed Systems with Variable-Order Fractional Brownian Noise

A numerical technique was developed for solving nonlocal nonlinear stochastic delayed differential equations driven by fractional variable-order Brownian noise. Error analysis of the proposed technique was performed and discussed. The method was applied to the nonlocal stochastic fluctuations of the...

Full description

Bibliographic Details
Main Authors: Behrouz Parsa Moghaddam, Maryam Pishbin, Zeinab Salamat Mostaghim, Olaniyi Samuel Iyiola, Alexandra Galhano, António M. Lopes
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Fractal and Fractional
Subjects:
fractional stochastic delayed differential equation
variable-order fractional Brownian noise
cubic spline interpolation
fractional calculus
Online Access:https://www.mdpi.com/2504-3110/7/4/293

Similar Items

Similar Items