New numerical method for solving nonlinear stochastic integral equations

DOI10.46698/N8076-2608-1378-RzbMATH Open1488.65765OpenAlexW3116196416MaRDI QIDQ3389338FDOQ3389338

Authors: Rebiha Zeghdane 

Publication date: 10 May 2021

Published in: Владикавказский математический журнал (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vmj745

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zbMATH Keywords

numerical solutionBrownian motioncollocation methodstochastic operational matrixChebyshev cardinal functionsItô integral

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Random integral equations (45R05) Stochastic integral equations (60H20)

Cited In (6)

• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
• Numerical solution of linear stochastic Volterra integral equations via new basis functions
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• Numerical solution to highly nonlinear neutral-type stochastic differential equation
• Title not available (Why is that?)
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations

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