An efficient computational method for solving stochastic Itô-Volterra integral equations

MaRDI QIDQ2832238zbMATH OpenFDO

Authors F. Mohammadi

Publication date 10 November 2016

Published in TWMS Journal of Applied and Engineering Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceerror analysisItô integralLegendre waveletsnumerical examplesstochastic Itô-Volterra integral equationsstochastic operational matrix

Mathematics Subject Classification ID

Volterra integral equations (45D05) Random integral equations (45R05) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for wavelets (65T60)

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(16)

• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• Wilson wavelets for solving nonlinear stochastic integral equations
• CAS wavelets stochastic operational matrix of integration and its application for solving stochastic Itô-Volterra integral equations
• Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
• A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
• Solving Itô integral equations with time delay via basis functions
• Cubature Method for Stochastic Volterra Integral Equations
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
• Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics

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