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

DOI10.1016/j.cam.2018.09.040zbMath1405.60103OpenAlexW2894557883MaRDI QIDQ1713098

Nasrin Samadyar, Sahar Alipour, Farshid Mirzaee

Publication date: 24 January 2019

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.2018.09.040

zbMATH Keywords

fractional calculusoperational matrixblock-pulse functionsBrownian motion processstochastic integral equationsparabolic functions

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Matrix methods for summability (40C05) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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