Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
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Publication:2143531
DOI10.1016/j.rinam.2022.100260zbMath1492.65026WikidataQ114135806 ScholiaQ114135806MaRDI QIDQ2143531
Publication date: 31 May 2022
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2022.100260
error analysis; modification of hat functions; stochastic operational matrix; stochastic Itô-Volterra integral equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
60H20: Stochastic integral equations