Modified block pulse functions for numerical solution of stochastic Volterra integral equations
From MaRDI portal
Publication:1714617
DOI10.1155/2014/469308zbMath1406.65007OpenAlexW2039885057WikidataQ59051535 ScholiaQ59051535MaRDI QIDQ1714617
F. Hosseini Shekarabi, Morteza Khodabin, Khosrow Maleknejad
Publication date: 1 February 2019
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/469308
Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Random integral equations (45R05)
Related Items (13)
Study of hybrid orthonormal functions method for solving second kind fuzzy Fredholm integral equations ⋮ Unnamed Item ⋮ ADM-TF hybrid method for nonlinear Itô-Volterra integral equations ⋮ A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations ⋮ Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method ⋮ Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay ⋮ Collocation methods for nonlinear stochastic Volterra integral equations ⋮ Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials ⋮ Unnamed Item ⋮ A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion ⋮ Numerical solution of linear stochastic Volterra integral equations via new basis functions
This page was built for publication: Modified block pulse functions for numerical solution of stochastic Volterra integral equations