Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881)

scientific article; zbMATH DE number 7746747

Language	Label	Description	Also known as
English	Numerical solution of Itô-Volterra integral equations by the QR factorization method	scientific article; zbMATH DE number 7746747

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instance of

scholarly article

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title

Numerical solution of Itô-Volterra integral equations by the QR factorization method (English)

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published in

Journal of Applied Mathematics and Computing

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publication date

6 October 2023

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zbMATH Keywords

integral equations

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Itô integral

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Chebyshev wavelets

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QR factorization

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s12190-023-01873-9

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Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion

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Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations

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Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion

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Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

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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

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Numerical solution of Itô-Volterra integral equation by least squares method

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An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

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Identifiers

DOI

10.1007/s12190-023-01873-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6046881