Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion

DOI10.1007/S00009-016-0820-7zbMath1362.65013OpenAlexW2564829416MaRDI QIDQ523653

B. Hashemi, Morteza Khodabin, Khosrow Maleknejad

Publication date: 21 April 2017

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

Full work available at URL: https://doi.org/10.1007/s00009-016-0820-7

zbMATH Keywords

hat functionsBrownian and fractional Brownian motion processnonlinear stochastic Itô Volterra integral equations

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (18)

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