Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets

DOI10.1186/S13662-019-2440-6MaRDI QIDQ2142015zbMATH OpenOpenAlexFDO

Authors Jieheng Wu, Guo Jiang, Xiaoyan Sang

Publication date 25 May 2022

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-019-2440-6

zbMATH Keywords

Haar waveletsstochastic integration operational matrixesstochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Random integral equations (45R05) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60)

Recommendations

• Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
• Numerical solution of stochastic Ito-Volterra integral equations using Haar wavelets
• Non-uniform Haar wavelets method for solving linear stochastic Ito-Volterra integral equations
• scientific article; zbMATH DE number 6847559
• Haar wavelets approach for solving multidimensional stochastic Itô-Volterra integral equations
• Numerical solution of stochastic nonlinear Volterra integral equations by a stochastic operational matrix based on Haar wavelets
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
• NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET

Cites work

• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
• Comparison of Chebyshev and Legendre polynomials methods for solving two dimensional Volterra-Fredholm integral equations
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• scientific article; zbMATH DE number 2175043 (Why is no real title available?)
• Hybrid Legendre polynomials and block-pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
• Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
• Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
• Numerical solution of stochastic Ito-Volterra integral equations using Haar wavelets
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Numerical solution of Volterra-Fredholm integral equations via modification of hat functions
• Rationalized Haar functions method for solving Fredholm and Volterra integral equations
• Single-term Walsh series method for systems of linear Volterra integral equations of the second kind
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

Cited in

(13)

• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
• ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
• NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET
• scientific article; zbMATH DE number 6847559 (Why is no real title available?)
• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
• Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations
• Wong-Zakai approximation of stochastic Volterra integral equations
• Walsh function-based numerical approach for nonlinear stochastic integral equations: application to stochastic logistic models
• Numerical approximation of nonlinear stochastic Volterra integral equation based on Walsh function
• A hybrid deep learning and numerical approach for solving stochastic Itô Volterra integral equations

This page was built for publication: Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2142015)