Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials

DOI10.1504/IJDSDE.2021.113905zbMath1482.65014WikidataQ115237341 ScholiaQ115237341MaRDI QIDQ2113830

Publication date: 14 March 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

zbMATH Keywords

collocation method Brownian motion approximate solution best approximation Legendre polynomials stochastic Volterra integral equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Random integral equations (45R05)

This page was built for publication: Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials