Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations

DOI10.1016/j.cam.2017.09.005zbMath1376.65004OpenAlexW2754940151MaRDI QIDQ1675989

Nasrin Samadyar, Seyede Fatemeh Hoseini, Farshid Mirzaee

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.09.005

zbMATH Keywords

Newton's methodnumerical exampleserror estimationerror analysisnonlinearcollocationstochastic operational matrixEuler polynomialsBrownian motion processstochastic Itô-Volterra integral equationsconvegence

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

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Uses Software

• Matlab

Cites Work

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