Pages that link to "Item:Q523653"
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The following pages link to Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion (Q523653):
Displayed 18 items.
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
- The invertibility of \(U\)-fusion cross Gram matrices of operators (Q2006910) (← links)
- Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion (Q2111297) (← links)
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets (Q2142015) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions (Q2244375) (← links)
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation (Q2287696) (← links)
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686) (← links)
- Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
- Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks (Q6058729) (← links)
- Two-dimensional Jacobi pseudospectral quadrature solutions of two-dimensional fractional Volterra integral equations (Q6081929) (← links)
- Numerical solutions of distributed order fractional differential equations in the time domain using the Müntz–Legendre wavelets approach (Q6088474) (← links)
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (Q6167770) (← links)