Numerical methods for a class of linear stochastic Volterra integral equations

zbMATH Open1274.65345MaRDI QIDQ4926569FDOQ4926569

Authors: Xiu Wang, Wen Zhang, Wenju Zhao 

Publication date: 20 June 2013

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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)

Cited In (9)

• Title not available (Why is that?)
• Numerical solution of linear stochastic Volterra integral equations via new basis functions
• Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
• Collocation methods for nonlinear stochastic Volterra integral equations
• Cubature Method for Stochastic Volterra Integral Equations
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Title not available (Why is that?)
• Title not available (Why is that?)

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