Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials

DOI10.1504/IJDSDE.2021.113905zbMATH Open1482.65014WikidataQ115237341 ScholiaQ115237341MaRDI QIDQ2113830FDOQ2113830

Rebiha Zeghdane

Publication date: 14 March 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

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zbMATH Keywords

Legendre polynomialsBrownian motionapproximate solutionbest approximationcollocation methodstochastic Volterra integral equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Volterra integral equations (45D05) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05)

Cited In (3)

• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
• Fractional Legendre kernel functions: theory and application
• 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

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