Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations

DOI10.1142/S0219691319500073zbMath1426.60061OpenAlexW2900958929MaRDI QIDQ5379785

S. Singh, Santanu Saha Ray

Publication date: 14 June 2019

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/s0219691319500073

zbMATH Keywords

Brownian motionItô integralstochastic operational matrixsecond kind Chebyshev waveletsmulti-dimensional stochastic Itô-Volterra integral equations

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) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items

IMAGE FEATURE EXTRACTION AND FRACTALITY EVALUATION BASED ON TWO-DIMENSIONAL CONTINUOUS WAVELET TRANSFORM: APPLICATION TO DIGITAL ELEVATION MODEL DATA, Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process, New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion, An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations

Cites Work

• Unnamed Item
• Unnamed Item
• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
• On Haar wavelet operational matrix of general order and its application for the numerical solution of fractional Bagley Torvik equation
• Hybrid Legendre Block-Pulse functions for the numerical solutions of system of nonlinear Fredholm-Hammerstein integral equations
• Numerical evaluation of the Hankel transform by using linear Legendre multi-wavelets
• Numerical solution of Fredholm integral equations by using CAS wavelets
• Numerical solution of Fredholm integral equations of the first kind by using Legendre wavelets
• Random integral equations with applications to life sciences and engineering
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Numerical solution of differential equations by using Chebyshev wavelet operational matrix of integration
• A numerical approach for solving nonlinear fractional Volterra–Fredholm integro-differential equations with mixed boundary conditions
• An Introduction to Computational Stochastic PDEs
• Chebyshev wavelet method for numerical solutions of integro-differential form of Lane–Emden type differential equations
• Fast wavelet transforms and numerical algorithms I
• Stochastic differential equations. An introduction with applications.