Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

被引：6
|
作者：
Badr, Abdallah Ali [1 ]
El-Hoety, Hanan Salem [2 ]
机构：
[1] Univ Alexandria, Fac Sci, Dept Math, Alexandria, Egypt
[2] Garyounis Univ, Fac Sci, Dept Math, Benghazi, Libya
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2012年 / 2012卷
关键词：
CALCULUS;
D O I：
10.1155/2012/709106
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.
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页数：14
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