A stochastic collocation method for stochastic Volterra equations of the second kind

DOI10.1216/JIE-2015-27-1-1zbMath1328.65269OpenAlexW1993576586MaRDI QIDQ2351440

Yanyan Li

Publication date: 23 June 2015

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jiea/1424787504

zbMATH Keywords

spectral Galerkin methodVolterra equationstochastic collocation methodrandom input data

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Random integral equations (45R05)

Related Items

Improved \(\vartheta\)-methods for stochastic Volterra integral equations, Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations, Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay, Collocation methods for nonlinear stochastic Volterra integral equations