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

collocation methodcontraction mapping theoremnumerical experimentsstochastic Volterra integral equationsWiener process

Mathematics Subject Classification ID

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

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