Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
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Publication:2142015
DOI10.1186/s13662-019-2440-6zbMath1487.65202OpenAlexW2994836286MaRDI QIDQ2142015
Xiaoyan Sang, Guo Jiang, Jieheng Wu
Publication date: 25 May 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-019-2440-6
Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)
Related Items (4)
ADM-TF hybrid method for nonlinear Itô-Volterra integral equations ⋮ Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
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