Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
نویسندگان
چکیده مقاله:
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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عنوان ژورنال
دوره 8 شماره 2
صفحات 169- 179
تاریخ انتشار 2017-12-01
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