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

DOI10.1504/IJDSDE.2021.113905MaRDI QIDQ2113830zbMATH OpenWikidataFDO

Authors Rebiha Zeghdane

Publication date 14 March 2022

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

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)

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Cited in

(10)

• Convergence of Legendre wavelet collocation method for solving nonlinear Stratonovich 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
• An efficient computational method for solving stochastic Itô-Volterra integral equations
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• Fractional Legendre kernel functions: theory and application
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations

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