An approximate method via Taylor series for stochastic functional differential equations
نویسندگان
چکیده
منابع مشابه
An approximate method for solving fractional system differential equations
IIn this research work, we have shown that it is possible to use fuzzy transform method (FTM) for the estimate solution of fractional system differential equations (FSDEs). In numerical methods, in order to estimate a function on a particular interval, only a restricted number of points are employed. However, what makes the F-transform preferable to other methods is that it makes use of all poi...
متن کاملThe combined reproducing kernel method and Taylor series for solving nonlinear Volterra-Fredholm integro-differential equations
In this letter, the numerical scheme of nonlinear Volterra-Fredholm integro-differential equations is proposed in a reproducing kernel Hilbert space (RKHS). The method is constructed based on the reproducing kernel properties in which the initial condition of the problem is satised. The nonlinear terms are replaced by its Taylor series. In this technique, the nonlinear Volterra-Fredholm integro...
متن کاملThe Combined Reproducing Kernel Method and Taylor Series for Handling Fractional Differential Equations
This paper presents the numerical solution for a class of fractional differential equations. The fractional derivatives are described in the Caputo cite{1} sense. We developed a reproducing kernel method (RKM) to solve fractional differential equations in reproducing kernel Hilbert space. This method cannot be used directly to solve these equations, so an equivalent transformation is made by u...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملThe approximate Euler method for Lévy driven stochastic differential equations
This paper is concerned with the numerical approximation of the expected value IE(g(Xt)), where g is a suitable test function and X is the solution of a stochastic differential equation driven by a Lévy process Y . More precisely we consider an Euler scheme or an “approximate” Euler scheme with stepsize 1/n, giving rise to a simulable variable Xn t , and we study the error δn(g) = IE(g(X n t ))...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2010
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2009.07.061