Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics

DOI10.1007/S40314-023-02263-4OpenAlexW4360976674MaRDI QIDQ2695686

Yanyan Li

Publication date: 31 March 2023

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

Full work available at URL: https://doi.org/10.1007/s40314-023-02263-4

zbMATH Keywords

fractional Brownian motionspectral Galerkin methodshifted Chebyshev polynomialstochastic Itô-Volterra integral equationItô approximationshifted Chebyshev cardinal function

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20) Linear integral equations (45A05)

Related Items (1)

Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type

Cites Work

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