Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997): Difference between revisions

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English	Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions	scientific article

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scholarly article

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title

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (English)

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Mathematical and Computer Modelling

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publication date

24 January 2013

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zbMATH Keywords

block pulse functions

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stochastic operational matrix

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stochastic Volterra integral equations

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Itô integral

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Brownian motion process

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.mcm.2011.08.053

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cites work

Numerical solution of stochastic differential equations by second order Runge-Kutta methods

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Interpolation solution in generalized stochastic exponential population growth model

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Q4004325

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Numerical solution of random differential equations: a mean square approach

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Mean square numerical solution of random differential equations: Facts and possibilities

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Stochastic differential equations. An introduction with applications.

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Q3884916

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Q3692563

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Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type

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Euler schemes and large deviations for stochastic Volterra equations with singular kernels

0 references

One linear analytic approximation for stochastic integrodifferential equations

0 references

Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

0 references

Backward stochastic Volterra integral equations and some related problems

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Solving second kind integral equations by Galerkin methods with hybrid Legendre and block-pulse functions.

0 references

Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions.

0 references

Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials

0 references

Numerical solution of integral equations system of the second kind by block-pulse functions

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Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind

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A numerical method for solving Fredholm-Volterra integral equations in two-dimensional spaces using block pulse functions and an operational matrix

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Solving nonlinear mixed Volterra-Fredholm integral equations with two dimensional block-pulse functions using direct method

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Hybrid Legendre polynomials and block-pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations

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Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations

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Recursive computational algorithms for a set of block pulse operational matrices

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Piecewise constant orthogonal functions and their application to systems and control

0 references

Approximation schemes for Itô-Volterra stochastic equations

0 references

A Course in Financial Calculus

0 references

Identifiers

zbMATH Open document ID

1255.65247

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DOI

10.1016/j.mcm.2011.08.053

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1930997

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2011.08.053
+Normal rank
@@ Property / OpenAlex ID @@
+W2020442214
@@ Property / OpenAlex ID: W2020442214 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations by second order Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Interpolation solution in generalized stochastic exponential population growth model
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential equations: a mean square approach
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of random differential equations: Facts and possibilities
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q3884916
@@ Property / cites work: Q3884916 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3692563
@@ Property / cites work: Q3692563 / rank @@
+Normal rank
@@ Property / cites work @@
+Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
+Normal rank
@@ Property / cites work @@
+Euler schemes and large deviations for stochastic Volterra equations with singular kernels
+Normal rank
@@ Property / cites work @@
+One linear analytic approximation for stochastic integrodifferential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic Volterra integral equations and some related problems
+Normal rank
@@ Property / cites work @@
+Solving second kind integral equations by Galerkin methods with hybrid Legendre and block-pulse functions.
+Normal rank
@@ Property / cites work @@
+Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions.
+Normal rank
@@ Property / cites work @@
+Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
+Normal rank
@@ Property / cites work @@
+Numerical solution of integral equations system of the second kind by block-pulse functions
+Normal rank
@@ Property / cites work @@
+Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
+Normal rank
@@ Property / cites work @@
+A numerical method for solving Fredholm-Volterra integral equations in two-dimensional spaces using block pulse functions and an operational matrix
+Normal rank
@@ Property / cites work @@
+Solving nonlinear mixed Volterra-Fredholm integral equations with two dimensional block-pulse functions using direct method
+Normal rank
@@ Property / cites work @@
+Hybrid Legendre polynomials and block-pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations
+Normal rank
@@ Property / cites work @@
+Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations
+Normal rank
@@ Property / cites work @@
+Recursive computational algorithms for a set of block pulse operational matrices
+Normal rank
@@ Property / cites work @@
+Piecewise constant orthogonal functions and their application to systems and control
+Normal rank
@@ Property / cites work @@
+Approximation schemes for Itô-Volterra stochastic equations
+Normal rank
@@ Property / cites work @@
+A Course in Financial Calculus
@@ Property / cites work: A Course in Financial Calculus / rank @@
+Normal rank