Using block-pulse basis functions for solving the stochastic fractional integral equations with respect to fractional Brownian motion numerically

Abstract The current study pursues the specific goal of determining the approximate solution of the linear stochastic fractional Itô-Volterra integral equations which has been caused by fractional Brownian motion under Hurst parameter 0 < H < 1 $0 < H< 1$ , using a numerical approach. Th...

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Bibliographic Details

Published in:	Boundary Value Problems
Main Authors:	Vahid Eftekhari, Morteza Khodabin, Mohammad Esmael Samei
Format:	Article
Language:	English
Published:	SpringerOpen 2025-08-01
Subjects:	Fractional stochastic integral equation Fractional Brownian motion Operational matrix Block-pulse basis function
Online Access:	https://doi.org/10.1186/s13661-025-02116-5