A computational method for solving nonlinear stochastic Volterra integral equations

DOI10.1016/J.CAM.2016.04.012zbMATH Open1416.65542OpenAlexW2338175238MaRDI QIDQ289301FDOQ289301

Afsun Hamzeh, Farshid Mirzaee

Publication date: 30 May 2016

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.2016.04.012

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zbMATH Keywords

error analysisadjustment of hat basis functions[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=nonlinear+stochastic+It%EF%BF%BD%EF%BF%BD-Volterra+integral+equations&go=Go nonlinear stochastic It��-Volterra integral equations]standard Brownian motionstochastic operational matrix

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Random integral equations (45R05)

Cites Work

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Cited In (24)

• Title not available (Why is that?)
• Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay
• Application of flatlet oblique multiwavelets to solve the fractional stochastic integro-differential equation using Galerkin method
• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
• A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
• Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
• Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation
• Title not available (Why is that?)
• An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
• Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
• Collocation methods for nonlinear stochastic Volterra integral equations
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• Cubature Method for Stochastic Volterra Integral Equations
• A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
• Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
• Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials
• Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process
• Numerical solution of stochastic Volterra integral equations based on uniform Haar wavelets by using direct method
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations

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