Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
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Publication:356082
DOI10.1016/j.camwa.2012.03.042zbMath1268.65167MaRDI QIDQ356082
Morteza Khodabin, Mostafa Nouri, Madjid Rostami, Khosrow Maleknejad
Publication date: 25 July 2013
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2012.03.042
Fredholm integral equations; Itô integral; stochastic operational matrix; block pulse functions; Brownian motion process; stochastic Volterra
65R20: Numerical methods for integral equations
45B05: Fredholm integral equations
45D05: Volterra integral equations
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