Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations

DOI10.1007/s00009-015-0642-zzbMath1359.65015OpenAlexW2183556908MaRDI QIDQ727547

Fakhrodin Mohammadi

Publication date: 7 December 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-015-0642-z

zbMATH Keywords

numerical resultsBrownian motionItô integralstochastic operational matrixstochastic Itô-Volterra integral equationssecond kind Chebyshev wavelets

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (9)

Unnamed Item ⋮ Numerical solution of Itô-Volterra integral equation by least squares method ⋮ Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics ⋮ An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations ⋮ A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation ⋮ Numerical solution of systems of fractional delay differential equations using a new kind of wavelet basis ⋮ An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations ⋮ A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion ⋮ An efficient fractional-order wavelet method for fractional Volterra integro-differential equations

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