Numerical solution of linear stochastic Volterra integral equations via new basis functions

DOI10.2298/FIL1918959CzbMath1499.65773OpenAlexW3000778887WikidataQ126303477 ScholiaQ126303477MaRDI QIDQ5864395

Morteza Khodabin, Ali Asghar Tofigh, Reza Ezzati

Publication date: 7 June 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1918959c

zbMATH Keywords

Volterra integral equationsblock-pulse functionsstochastic operational matrixnew orthogonal basis functions

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Random integral equations (45R05)

Cites Work

• Numerical solution of stochastic differential equations by second order Runge-Kutta methods
• Modified block pulse functions for numerical solution of stochastic Volterra integral equations
• Numerical Solution of Stochastic Differential Equations in Finance
• Stochastic differential equations. An introduction with applications.
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