Numerical methods for a class of linear stochastic Volterra integral equations

MaRDI QIDQ4926569zbMATH OpenFDO

Authors Xiu Wang, Wen Zhang, Wenju Zhao

Publication date 20 June 2013

zbMATH Keywords

Wiener processnumerical experimentscollocation methodstochastic Volterra integral equationscontraction mapping theorem

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05) Stochastic integral equations (60H20)

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