Abstract
We mainly focus on the numerical method of fractional Brownian motion in this paper. On the basis of the numerical method of general SDEs, an approximation scheme is obtained for the stochastic differential equations about fractional noise. And we get it by using the Lipschitz condition and combining with the truncation function f∆ and g∆. Furthermore, we also prove the moment boundedness and convergence of the solution by some lemma. At last, we apply this method to the Gilpin-Ayala model. The orbital image of the solution and the form of numerical solution are given. The error of solution also has been simulated by MATLAB.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
