Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Volterra integral equations (45D99)

Cites Work

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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
Hybrid Legendre polynomials and block-pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations
An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
Higher-order implicit strong numerical schemes for stochastic differential equations
Numerical solution of differential equations using Haar wavelets
Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
Numerical solution of Itô-Volterra integral equation by least squares method
Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
Numerical solution of integral equations system of the second kind by block-pulse functions
Haar wavelet method for solving nonlinear age-structured population models
Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion
Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets

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