Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
From MaRDI portal
Publication:1986057
DOI10.1515/gmj-2018-0009zbMath1457.60104OpenAlexW2792581940MaRDI QIDQ1986057
Mohammad Hossein Heydari, Mohammad Reza Hooshmandasl, Carlo Cattani
Publication date: 7 April 2020
Published in: Georgian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/gmj-2018-0009
Chebyshev waveletsnonlinear stochastic Itô-Volterra integral equationsstochastic operational matrixBrownian motion processstochastic population growth model
Related Items (7)
On the numerical solution of some differential equations with nonlocal integral boundary conditions via Haar wavelet ⋮ A computational approach for solving fractional Volterra integral equations based on two-dimensional Haar wavelet method ⋮ Wavelet neural networks functional approximation and application ⋮ Numerical solution of Itô-Volterra integral equations by the QR factorization method ⋮ A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations ⋮ Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations ⋮ Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Wavelet collocation method for solving multiorder fractional differential equations
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Chebyshev wavelets approach for nonlinear systems of Volterra integral equations
- Interpolation solution in generalized stochastic exponential population growth model
- One linear analytic approximation for stochastic integrodifferential equations
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- A survey of numerical methods for stochastic differential equations
- Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Numerical solution of stochastic differential equations with jumps in finance
- Stochastic partial differential equations. A modeling, white noise functional approach
- Numerical solution of a stochastic population growth model in a closed system
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- On a class of backward stochastic Volterra integral equations
- Numerical solution of differential equations by using Chebyshev wavelet operational matrix of integration
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical solution of random differential equations: a mean square approach
- Backward stochastic Volterra integral equations and some related problems
- Time-lag control systems
- Approximate travelling waves for generalized KPP equations and classical mechanics
- On Volterra’s Population Equation
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
