A computational method for solving nonlinear stochastic Volterra integral equations

DOI10.1016/j.cam.2016.04.012zbMath1416.65542OpenAlexW2338175238MaRDI QIDQ289301

Afsun Hamzeh, Farshid Mirzaee

Publication date: 30 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.cam.2016.04.012

zbMATH Keywords

error analysisadjustment of hat basis functionsnonlinear stochastic Itô-Volterra integral equationsstandard Brownian motionstochastic operational matrix

Mathematics Subject Classification ID

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

Related Items (12)

Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation ⋮ Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process ⋮ Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains ⋮ Application of operational matrices for solving system of linear Stratonovich Volterra integral equation ⋮ Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay ⋮ Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation ⋮ A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms ⋮ An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Unnamed Item ⋮ Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations ⋮ A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation

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