Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations

DOI10.1007/S11075-023-01500-5zbMath1523.65104OpenAlexW4321610529MaRDI QIDQ6133897

Shiva Naserifar, Erfan Solhi, Farshid Mirzaee

Publication date: 21 August 2023

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-023-01500-5

zbMATH Keywords

Brownian motion spectral collocation method approximation by rational functions stochastic Itô integral equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Stochastic integral equations (60H20) Spectral, collocation and related (meshless) methods applied to problems in statistical mechanics (82M22)

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