Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations

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

zbMATH Keywords

Chebyshev waveletsnonlinear stochastic Itô-Volterra integral equationsstochastic operational matrixBrownian motion processstochastic population growth model

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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

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