Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method

DOI10.1016/j.amc.2021.126440OpenAlexW3174665301MaRDI QIDQ2245052

P. Singh, Santanu Saha Ray

Publication date: 12 November 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2021.126440

zbMATH Keywords

stabilityshifted Jacobi polynomialconvergencecollocation methodBrownian motionItô integraloperational matricesstochastic Itô-Volterra integral equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (6)

A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation ⋮ Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process ⋮ A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion ⋮ A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel ⋮ An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations ⋮ Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions

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