A wavelet-based computational method for solving stochastic Itô-Volterra integral equations

DOI10.1016/j.jcp.2015.05.051zbMath1349.65717OpenAlexW978961799MaRDI QIDQ2374658

Fakhrodin Mohammadi

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.05.051

zbMATH Keywords

Itô integralChebyshev waveletsstochastic operational matrixstochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Random integral equations (45R05)

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