Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices

DOI10.1016/j.rinam.2022.100260zbMath1492.65026WikidataQ114135806 ScholiaQ114135806MaRDI QIDQ2143531

B. Basirat, Fatemeh Sharafi

Publication date: 31 May 2022

Published in: Results in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.rinam.2022.100260

zbMATH Keywords

error analysis; modification of hat functions; stochastic operational matrix; stochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

60H20: Stochastic integral equations

Related Items

Numerical solution of Itô-Volterra integral equations by the QR factorization method

Cites Work

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