A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
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Cites work
- scientific article; zbMATH DE number 5913352 (Why is no real title available?)
- scientific article; zbMATH DE number 3690402 (Why is no real title available?)
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Approximation schemes for Itô-Volterra stochastic equations
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Interpolation solution in generalized stochastic exponential population growth model
- Modification of block pulse functions and their application to solve numerically Volterra integral equation of the first kind
- Numerical solution of an integral equations system of the first kind by using an operational matrix with block pulse functions
- Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions.
- Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
- Numerical solution of random differential equations: a mean square approach
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- One linear analytic approximation for stochastic integrodifferential equations
- Piecewise constant orthogonal functions and their application to systems and control
- Recursive computational algorithms for a set of block pulse operational matrices
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Stochastic differential equations. An introduction with applications.
Cited in
(49)- Laplace transform inversion using Bernstein operational matrix of integration and its application to differential and integral equations
- Numerical solution of multidimensional stochastic Itô-Volterra integral equation based on the least squares method and block pulse function
- Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
- Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations
- Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
- NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
- Wavelets Galerkin method for solving stochastic heat equation
- Split-step collocation methods for stochastic Volterra integral equations
- Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
- The application of block pulse functions for solving higher-order differential equations with multi-point boundary conditions
- Wilson wavelets for solving nonlinear stochastic integral equations
- Collocation methods for nonlinear stochastic Volterra integral equations
- Numerical solution of stochastic mixed Volterra-Fredholm integral equations driven by space-time Brownian motion via two-dimensional triangular functions
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- حل عددی معادله انتگرال تصادفی غیر خطی نوع سوم به کمک ماتریس عملیاتی با استفاده از چند جمله ای های برنشتاین
- Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
- A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
- Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
- Numerical solution of fractional differential equation by wavelets and hybrid functions
- Application of triangular functions for solving the Vasicek model
- A numerical method for solving stochastic Volterra-Fredholm integral equation
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion
- Quintic B-spline collocation method to solve n-dimensional stochastic Itô-Volterra integral equations
- Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
- Numerical solution of stochastic Volterra integral equations based on uniform Haar wavelets by using direct method
- Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
- A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations
- A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
- A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
- Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations
- A spectral collocation method with piecewise trigonometric basis functions for nonlinear Volterra-Fredholm integral equations
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
- A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations
- Numerical solution of fuzzy stochastic Volterra integral equations with constant delay
- On accurate solution of the Fredholm integral equations of the second kind
- An effective computational approach based on Gegenbauer wavelets for solving the time-fractional KdV-Burgers-Kuramoto equation
- Lagrange interpolation polynomials for solving nonlinear stochastic integral equations
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