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Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics.

P. K. SinghSantanu Saha Ray
Published in: Comput. Appl. Math. (2023)
Keyphrases
  • similarity measure
  • pairwise
  • mathematical model
  • prior knowledge
  • probabilistic model
  • least squares
  • em algorithm
  • segmentation method
  • fractal dimension
  • fractional brownian motion