Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations
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Publication:2222058
DOI10.1016/j.cam.2020.113153zbMath1462.65223OpenAlexW3048947574MaRDI QIDQ2222058
Sahar Alipour, Farshid Mirzaee
Publication date: 3 February 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2020.113153
convergence analysisGauss-Legendre quadrature rulestochastic Itô-Volterra integral equationItô approximationquintic B-spline interpolation
Numerical computation using splines (65D07) Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Stochastic integral equations (60H20)
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