A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel (Q6185419)

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scientific article; zbMATH DE number 7784850
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A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
scientific article; zbMATH DE number 7784850

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    A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel (English)
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    8 January 2024
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    Brownian motion
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    Chebyshev polynomial
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    collocation method
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    convergence analysis
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    error analysis
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    stochastic Itô-Volterra integral equation
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    Itô integral
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