Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
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Abstract:
In this article, a new numerical method based on triangular functions for solving nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.
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Journal title
volume 8 issue 2
pages 169- 179
publication date 2017-12-01
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