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A wavelet-based computational method for solving stochastic Itô-Volterra integral equations - MaRDI portal

A wavelet-based computational method for solving stochastic Itô-Volterra integral equations (Q2374658)

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English	A wavelet-based computational method for solving stochastic Itô-Volterra integral equations	scientific article

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scholarly article

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A wavelet-based computational method for solving stochastic Itô-Volterra integral equations (English)

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Fakhrodin Mohammadi

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Journal of Computational Physics

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publication date

5 December 2016

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zbMATH Keywords

Chebyshev wavelets

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Itô integral

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stochastic operational matrix

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stochastic Itô-Volterra integral equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jcp.2015.05.051

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A survey of numerical methods for stochastic differential equations

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Stochastic differential equations. An introduction with applications.

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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix

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Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix

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A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

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An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

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Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type

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Numerical solution of random differential equations: a mean square approach

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Mean square numerical solution of random differential equations: Facts and possibilities

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One linear analytic approximation for stochastic integrodifferential equations

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Wavelets and Dilation Equations: A Brief Introduction

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Numerical solution of differential equations by using Chebyshev wavelet operational matrix of integration

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Solving a nonlinear fractional differential equation using Chebyshev wavelets

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Chebyshev wavelet method for numerical solution of Fredholm integral equations of the first kind

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Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations

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Recursive computational algorithms for a set of block pulse operational matrices

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Identifiers

zbMATH Open document ID

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10.1016/j.jcp.2015.05.051

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2374658

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