Pages that link to "Item:Q1675989"

The following pages link to Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations (Q1675989):

Displaying 40 items.

• Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions (Q827612) (← links)
• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains (Q1658807) (← links)
• Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order (Q1713098) (← links)
• On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions (Q1717178) (← links)
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535) (← links)
• Application of hat basis functions for solving two-dimensional stochastic fractional integral equations (Q1993478) (← links)
• Two-dimensional Euler polynomials solutions of two-dimensional Volterra integral equations of fractional order (Q1995961) (← links)
• Numerical solution of stochastic integral equations by using Bernoulli operational matrix (Q1997661) (← links)
• An improved collocation approach of Euler polynomials connected with Bernoulli ones for solving predator-prey models with time lag (Q2026244) (← links)
• Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion (Q2111297) (← links)
• Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices (Q2143531) (← links)
• Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation (Q2143792) (← links)
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
• Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion (Q2208164) (← links)
• A directly convergent numerical method based on orthoexponential polynomials for solving integro-differential-delay equations with variable coefficients and infinite boundary on half-line (Q2223785) (← links)
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
• Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
• Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (Q2279451) (← links)
• Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order (Q2332736) (← links)
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations (Q2423690) (← links)
• ADM-TF hybrid method for nonlinear Itô-Volterra integral equations (Q2661451) (← links)
• A combination method for solving multi-dimensional systems of Volterra integral equations with weakly singular kernels (Q2674567) (← links)
• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations (Q2698627) (← links)
• (Q3025987) (← links)
• Parameters estimation of HIV infection model of CD4+T-cells by applying orthonormal Bernstein collocation method (Q4604850) (← links)
• Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process (Q4993686) (← links)
• Composition of Euler Scaling Functions with the Optimization Method for Fractional Hyperbolic and Reaction-Diffusion Equations with Nonlocal Boundary Conditions (Q5081632) (← links)
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay (Q5240640) (← links)
• Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
• Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks (Q6058729) (← links)
• Implicit meshless method to solve <scp>2D</scp> fractional stochastic Tricomi‐type equation defined on irregular domain occurring in fractal transonic flow (Q6066433) (← links)
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
• An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel (Q6099492) (← links)
• NUMERICAL SOLUTION OF SINGULAR STOCHASTIC INTEGRAL EQUATIONS OF ABEL’S TYPE USING OPERATIONAL MATRIX METHOD (Q6113625) (← links)
• NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646) (← links)
• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations (Q6543327) (← links)
• Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model (Q6570975) (← links)
• A numerical approach based on Pell polynomial for solving stochastic fractional differential equations (Q6653262) (← links)
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations (Q6660851) (← links)