In this paper, a new computational method is proposed to solve a class of nonlinear
stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm). The …

This paper is concerned with a computational approach based on the Chebyshev cardinal
wavelets for a novel class of nonlinear stochastic differential equations characterized by the …

Statistics for stochastic processes is rapidly developing. It forms a branch of mathematical
sciences, spreading over theoretical statistics, probability theory, software development and …

In this article, we study the numerical approximation of stochastic differential equations
driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater …

The main aim of this study is to introduce an efficient method based on the Chelyshkov
polynomials and least squares support vector regression (LS-SVR) for solving a class of …

Full article: Existence and Uniqueness of the Solution of Stochastic Differential Equation
Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2 Skip to Main …

In this paper, an efficient numerical technique is applied to provide the approximate solution
of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion …

The theory of rough paths allows one to define controlled differential equations driven by a
path which is irregular. The most simple case is the one where the driving path has finite p …

In this article we study the behavior of dissipative systems with additive fractional noise of
any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the …

In this paper, we study the mean square stability of the solution and its stochastic theta
scheme for the following stochastic differential equations driven by fractional Brownian …