Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation
Joint Authors
El-Hoety, Hanan Salem
Badr, Abdallah A.
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-12
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
A stochastic differential equation, SDE, describes the dynamics ofa stochastic process defined on a space-time continuum.
This paperreformulates the fractional stochastic integro-differential equation asa SDE.
Existence and uniqueness of the solution to this equation isdiscussed.
A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.
American Psychological Association (APA)
Badr, Abdallah A.& El-Hoety, Hanan Salem. 2012. Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1029720
Modern Language Association (MLA)
Badr, Abdallah A.& El-Hoety, Hanan Salem. Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation. Mathematical Problems in Engineering No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-1029720
American Medical Association (AMA)
Badr, Abdallah A.& El-Hoety, Hanan Salem. Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1029720
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1029720
