Numerical solution of Itô-Volterra integral equation by least squares method (Q2181672): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 09:27, 17 December 2024

scientific article

Language	Label	Description	Also known as
English	Numerical solution of Itô-Volterra integral equation by least squares method	scientific article

Statements

scholarly article

0 references

Numerical solution of Itô-Volterra integral equation by least squares method (English)

0 references

0 references

Numerical Algorithms

0 references

publication date

19 May 2020

0 references

zbMATH Keywords

integral equations

0 references

Brownian motion process

0 references

Itô integral

0 references

block pulse functions

0 references

MaRDI profile type

0 references

full work available at URL

https://doi.org/10.1007/s11075-019-00770-2

0 references

Convex analysis and monotone operator theory in Hilbert spaces

0 references

0 references

Stochastic analysis for finance with simulations

0 references

Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains

0 references

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

0 references

Numerical solution of random differential equations: a mean square approach

0 references

Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation

0 references

Approximate travelling waves for generalized KPP equations and classical mechanics

0 references

A Legendre-based computational method for solving a class of Itô stochastic delay differential equations

0 references

An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics

0 references

A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

0 references

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

0 references

One linear analytic approximation for stochastic integrodifferential equations

0 references

Block pulse functions and their applications in control systems

0 references

0 references

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

0 references

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations

0 references

On the numerical solution of stochastic quadratic integral equations via operational matrix method

0 references

A wavelet-based computational method for solving stochastic Itô-Volterra integral equations

0 references

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

0 references

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

0 references

Stochastic differential equations. An introduction with applications.

0 references

Numerical solution of stochastic differential equations with jumps in finance

0 references

0 references

An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1007/S11075-019-00770-2

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2181672

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2181672&oldid=38927527"