Solving system of linear Stratonovich Volterra integral equations via modification of hat functions

DOI10.1016/j.amc.2016.08.016zbMath1411.65171OpenAlexW2509163710MaRDI QIDQ1737157

Farshid Mirzaee, Elham Hadadiyan

Publication date: 27 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2016.08.016

zbMATH Keywords

error analysisoperational matrixmodification of hat functionsvector formsStratonovich Volterra integral equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (4)

Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme ⋮ Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices ⋮ A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms ⋮ A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay

Cites Work

• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
• A stable numerical inversion of generalized Abel's integral equation
• Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
• Numerical solution of Volterra-Fredholm integral equations via modification of hat functions
• Stratonovich covariant differential equation with jumps
• Higher-order implicit strong numerical schemes for stochastic differential equations
• On the history of multivariate polynomial interpolation
• Weak convergence to the multiple Stratonovich integral.
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• A new analytical solution procedure for nonlinear integral equations
• On the relation between ordinary and stochastic differential equations
• The Numerical Solution of Integral Equations of the Second Kind
• A New Representation for Stochastic Integrals and Equations
• Stochastic differential equations. An introduction with applications.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Solving system of linear Stratonovich Volterra integral equations via modification of hat functions