Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets

DOI10.1515/rose-2016-0009zbMath1338.60173OpenAlexW2347136277MaRDI QIDQ289612

Fakhrodin Mohammadi, Parastoo Adhami

Publication date: 30 May 2016

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2016-0009

zbMATH Keywords

convergence analysisItô integralstochastic operational matrixsecond-kind Chebyshev waveletsstochastic Volterra-Fredholm integral equations

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (8)

Two-dimensional wavelets scheme for numerical solutions of linear and nonlinear Volterra integro-differential equations ⋮ Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions ⋮ Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation ⋮ A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel ⋮ Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations ⋮ Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations ⋮ Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method ⋮ New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion

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