SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
Stochastic differential equations (SDEs) provide a foundational framework for modelling systems subject to randomness, incorporating both continuous fluctuations and abrupt changes. In recent decades ...
This rapidly evolving field extends classical discrete calculus by introducing non-integer, or fractional, orders of difference operators. Such an approach is particularly well suited to modelling ...
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