Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations
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Publication:2222058
DOI10.1016/j.cam.2020.113153zbMath1462.65223MaRDI QIDQ2222058
Farshid Mirzaee, Sahar Alipour
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 analysis; Gauss-Legendre quadrature rule; stochastic Itô-Volterra integral equation; Itô approximation; quintic B-spline interpolation
65D07: Numerical computation using splines
65R20: Numerical methods for integral equations
45D05: Volterra integral equations
60H20: Stochastic integral equations