application of triangular functions for solving the vasicek model
نویسندگان
چکیده
this paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (tfs) in combination with the collocation method. the method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. finally, the error analysis and some numerical examples are provided to demonstrate applicability and accuracy of this method.
منابع مشابه
Application of triangular functions for solving the vasicek model
This paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (TFs) in combination with the collocation method. The method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. Finally, the error analysis and some numerical examples are provided...
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عنوان ژورنال:
journal of linear and topological algebra (jlta)ناشر: central tehran branch. iau
ISSN 2252-0201
دوره 04
شماره 03 2015
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