New numerical method for solving nonlinear stochastic integral equations

DOI10.46698/N8076-2608-1378-RMaRDI QIDQ3389338zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(6)

• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
• 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
• Numerical solution to highly nonlinear neutral-type stochastic differential equation
• scientific article; zbMATH DE number 3984247 (Why is no real title available?)

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