Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
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Publication:6102948
DOI10.1016/j.matcom.2023.01.009OpenAlexW4316035707MaRDI QIDQ6102948
Shiva Naserifar, Farshid Mirzaee, Erfan Solhi
Publication date: 26 June 2023
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2023.01.009
Brownian motionmoving least squaresspectral-collocation methodtwo-dimensional integral equationsstochastic Itô integral equations
Related Items (4)
Numerical solution of Itô-Volterra integral equations by the QR factorization method ⋮ An improved iterative algorithm for solving optimal tracking control problems of stochastic systems ⋮ Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation ⋮ Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations
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