NUMERICAL IMPLEMENTATION OF STOCHASTIC OPERATIONAL MATRIX FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION

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SADATI SEYEDEH ZAHRA

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Seminar Paper

Paper Information

Seminar: ANNUAL IRANIAN MATHEMATICS CONFERENCE
Year:2013 | Issue:44

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Title

NUMERICAL IMPLEMENTATION OF STOCHASTIC OPERATIONAL MATRIX FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION

Author(s)

SADATI SEYEDEH ZAHRA | Issue Writer Certificate

Keywords

STOCHASTIC OPERATIONAL MATRIX

BROWNIAN BRIDGE MOTION

STOCHASTIC DIFFERENTIAL EQUATION

Abstract

IN THIS PAPER IS PROPOSED A METHOD FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY BROWNIAN BRIDGE MOTION BY USING STOCHASTIC OPERATIONAL MATRIX DRIVEN BY BROWNIAN BRIDGE MOTION BASED ON THE BLOCK PULSE FUNCTIONS IN COMBINATION WITH THE COLLOCATION METHOD. FINALLY, NUMERICAL RESULT IS STATED BY USING SOME EXAMPLES.

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APA: Copy

SADATI, SEYEDEH ZAHRA. (2013). NUMERICAL IMPLEMENTATION OF STOCHASTIC OPERATIONAL MATRIX FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION. ANNUAL IRANIAN MATHEMATICS CONFERENCE. SID. https://sid.ir/paper/923207/en

Vancouver: Copy

SADATI SEYEDEH ZAHRA. NUMERICAL IMPLEMENTATION OF STOCHASTIC OPERATIONAL MATRIX FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION. 2013. Available from: https://sid.ir/paper/923207/en

IEEE: Copy

SEYEDEH ZAHRA SADATI, “NUMERICAL IMPLEMENTATION OF STOCHASTIC OPERATIONAL MATRIX FOR SOLVING A STOCHASTIC DIFFERENTIAL EQUATION,” presented at the ANNUAL IRANIAN MATHEMATICS CONFERENCE. 2013, [Online]. Available: https://sid.ir/paper/923207/en

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