Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
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Publication:2273076
DOI10.1016/j.apnum.2019.07.010zbMath1477.65024OpenAlexW2956600739MaRDI QIDQ2273076
Publication date: 18 September 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2019.07.010
Itô integralstochastic Volterra integral equationsPicard iteration methodhat basis functions\(m\)-dimensional Brownian motion process
Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)
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