Numerical solution of Itô-Volterra integral equation by least squares method
From MaRDI portal
(Redirected from Publication:2181672)
Recommendations
- Numerical solution of multidimensional stochastic Itô-Volterra integral equation based on the least squares method and block pulse function
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations by block pulse functions
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
Cites work
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations
- A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- Application of hat basis functions for solving two-dimensional stochastic fractional integral equations
- Approximate travelling waves for generalized KPP equations and classical mechanics
- Block pulse functions and their applications in control systems
- Convex analysis and monotone operator theory in Hilbert spaces
- scientific article; zbMATH DE number 3770219 (Why is no real title available?)
- scientific article; zbMATH DE number 1269547 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical solution of random differential equations: a mean square approach
- Numerical solution of stochastic differential equations with jumps in finance
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- On the numerical solution of stochastic quadratic integral equations via operational matrix method
- One linear analytic approximation for stochastic integrodifferential equations
- Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
- Shrinkage rules for variational minimization problems and applications to analytical ultracentrifugation
- Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains
- Stochastic analysis for finance with simulations
- Stochastic differential equations. An introduction with applications.
- Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
Cited in
(16)- Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
- An interpolation-based method for solving Volterra integral equations
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
- scientific article; zbMATH DE number 1292130 (Why is no real title available?)
- Hybrid collocation method for some classes of second-kind nonlinear weakly singular integral equations
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
- Piecewise barycentric interpolating functions for the numerical solution of Volterra integro‐differential equations
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
- Numerical solution of multidimensional stochastic Itô-Volterra integral equation based on the least squares method and block pulse function
- Quasilinearization-based Legendre collocation method for solving a class of functional Volterra integral equations
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- Convergence analysis of an iterative scheme to solve a family of functional Volterra integral equations
- Numerical solution of Fredholm integral equations by the least squares method using QR decomposition
This page was built for publication: Numerical solution of Itô-Volterra integral equation by least squares method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2181672)
