Work

Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using triangular functions

Year: 2025

Type: article

Abstract: The paper proposes an efficient global approximation method via triangular functions (TFs) to solve stochastic Itô-Volterra integral equations (SIVIEs) driven by fractional Brownian motion (fBm) with Hurst parameter H∈((1/2),1). By the relevant knowledge of TFs and fBm, new stochastic integral operator matrices with regard to fBm are derived, thus the nonlinear SIVIEs can be converted into nonlinear algebraic equations. Furthermore, the error analysis of the method was carried out to demonstrate its higher error order. Finally, the feasibility and effectiveness of the approach are verified by two numerical examples and an application in mathematical ecology.

Source: Results in Applied Mathematics

DOI: 10.1016/j.rinam.2025.100654

Authors: Guo Jiang, Jiayi Ying, Yuanqin Chen, Wen Sun

Language: English

Topic: Fuzzy Systems and Optimization

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $1,770

Funder: National Natural Science Foundation of China

Award: G8851324004