A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations

DOI10.1142/S0219691320500058zbMath1462.60071OpenAlexW2980237942WikidataQ127105967 ScholiaQ127105967MaRDI QIDQ5221441

S. Singh, Santanu Saha Ray

Publication date: 25 March 2020

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691320500058

zbMATH Keywords

Itô integralspace-time Brownian motionmixed stochastic Volterra-Fredholm integral equationstwo-dimensional second kind Chebyshev wavelets

Mathematics Subject Classification ID

Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)

Related Items (3)

Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation ⋮ Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method ⋮ An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations

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