A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation

DOI10.1016/j.amc.2021.126302OpenAlexW3160999634MaRDI QIDQ2243277

Xiaoxia Wen, Jin Huang

Publication date: 11 November 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2021.126302

zbMATH Keywords

Brownian motionPicard iterationstochastic Itô-Volterra integral equationsbarycentric rational interpolationerror and convergence analysisItô-integral

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probability theory and stochastic processes (60-XX) Stochastic systems and control (93Exx) Nonlinear integral equations (45Gxx)

Related Items (1)

Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process

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