A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion

DOI10.1080/07362994.2020.1858873zbMath1482.60089OpenAlexW3122691191MaRDI QIDQ5859963

Xiaoxia Wen, Jin Huang

Publication date: 18 November 2021

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

Full work available at URL: https://doi.org/10.1080/07362994.2020.1858873

zbMATH Keywords

convergence analysisfractional Brownian motionerror estimationstochastic operational matrixstochastic Itô-Volterra integral equationHaar wavelets basis

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20)

Related Items (3)

A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion ⋮ Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics ⋮ A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation

Cites Work

• Unnamed Item
• Unnamed Item
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
• Introduction to stochastic integration
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
• Interpolation solution in generalized stochastic exponential population growth model
• Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• Stochastic analysis of the fractional Brownian motion
• Modified block pulse functions for numerical solution of stochastic Volterra integral equations
• Numerical solution of Volterra integral equations of the second kind with convolution kernel by using Taylor-series expansion method
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Variable transformations in the numerical solution of second kind Volterra integral equations with continuous and weakly singular kernels; extensions to Fredholm integral equations
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
• Least squares approximation method for the solution of Volterra-Fredholm integral equations
• Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
• Barycentric interpolation collocation methods for solving linear and nonlinear high-dimensional Fredholm integral equations
• Time-lag control systems
• An integro-differential system which occurs in reactor dynamics
• On a system of integrodifferential equations occurring in reactor dynamics. II
• The Numerical Solution of Nonlinear Volterra Integral Equations of the Second Kind by Collocation and Iterated Collocation Methods
• The numerical solution of stochastic differential equations
• The Numerical Solution of Integral Equations of the Second Kind
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions
• Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

This page was built for publication: A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion