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International Journal of Computer Mathematics Volume 93, 2016 - Issue 12
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Original Articles

A new solution method for stochastic differential equations via collocation approach

Ali R. SoheiliDepartment of Applied Mathematics, Faculty of Mathematics, Ferdowsi University of Mashhad, Mashhad, Iran;The Center of Excellence on Modelling and Control Systems, Ferdowsi University of Mashhad, Mashhad, IranCorrespondence[email protected]
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F. SoleymaniDepartment of Applied Mathematics, Faculty of Mathematics, Ferdowsi University of Mashhad, Mashhad, IranView further author information
Pages 2079-2091 | Received 03 Mar 2015, Accepted 13 Aug 2015, Published online: 23 Sep 2015

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Nasim Madah Shariati, Mohammadreza Yaghouti & Amjad Alipanah. On solving some stochastic delay differential equations by Daubechies wavelet. Journal of Statistical Computation and Simulation 0:0, pages 1-17.
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Articles from other publishers (4)

P. K. Singh & S. Saha Ray. (2023) Shifted Chebyshev spectral Galerkin method to solve stochastic Itô–Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics. Computational and Applied Mathematics 42:3.
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Malik Zaka Ullah, Fouad Othman Mallawi, Mir Asma & Stanford Shateyi. (2022) On the Conditional Value at Risk Based on the Laplace Distribution with Application in GARCH Model. Mathematics 10:16, pages 3018.
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Azadeh Ghanadian & Taher Lotfi. (2020) Approximate solution of nonlinear Black–Scholes equation via a fully discretized fourth-order method. AIMS Mathematics 5:2, pages 879-893.
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Philip A. Ernst & Fazlollah Soleymani. (2018) A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. Numerical Algorithms 80:4, pages 1267-1282.
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