Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation

DOI10.1080/07362994.2021.1967761zbMath1498.60188OpenAlexW3198816615MaRDI QIDQ5097437

P. Singh, Santanu Saha Ray

Publication date: 23 August 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1967761

zbMATH Keywords

shifted Jacobi polynomialnonlinear stochastic Itô-Volterra integral equationsItô approximationshifted Jacobi operational matrix methodshifted Jacobi spectral Galerkin method

Mathematics Subject Classification ID

Stochastic integrals (60H05) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (2)

Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme ⋮ Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics

Cites Work

• Unnamed Item
• A computational method for solving nonlinear stochastic Volterra integral equations
• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Legendre wavelets operational method for the numerical solutions of nonlinear Volterra integro-differential equations system
• An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems
• Convergence analysis of spectral Galerkin methods for Volterra type integral equations
• Legendre spectral Galerkin method for second-kind Volterra integral equations
• Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions
• New spectral second kind Chebyshev wavelets scheme for solving systems of integro-differential equations
• Numerical solution of stochastic integral equations by using Bernoulli operational matrix
• Numerical solution of nonlinear 2D Volterra-Fredholm integro-differential equations by two-dimensional triangular function
• Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
• A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation