CAS wavelets stochastic operational matrix of integration and its application for solving stochastic Itô-Volterra integral equations

DOI10.47013/14.3.12zbMATH Open1488.65773MaRDI QIDQ5019148FDOQ5019148

Authors: S. C. Shiralashetti, Lata Lamani 

Publication date: 29 December 2021

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zbMATH Keywords

Brownian motionCAS waveletsstochastic Itô-Volterra integral equations

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05) Stochastic integral equations (60H20)

Cited In (4)

• Numerical solution of system of nonlinear Fredholm integro-differential equations using CAS wavelets
• Fourth-order trapezoid algorithm with four iterative schemes for nonlinear integral equations
• Generalized Banach fixed-point theorem and numerical discretization for nonlinear Volterra-Fredholm equations
• Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations

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