Z. Sadati
Department of Mathematics, Khomein Branch, Islamic Azad University, Khomein, Iran
[ 1 ] - 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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