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

DOI10.47013/14.3.12MaRDI QIDQ5019148zbMATH OpenFDO

Authors S. C. Shiralashetti, Lata Lamani

Publication date 29 December 2021

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)

Recommendations

• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
• Numerical solution of stochastic Ito-Volterra integral equations using Haar wavelets
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• An efficient computational method for solving stochastic Itô-Volterra integral equations
• Stochastic operational matrix of Chebyshev wavelets for solving multi-dimensional stochastic Itô–Volterra integral equations

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

This page was built for publication: CAS wavelets stochastic operational matrix of integration and its application for solving stochastic Itô-Volterra integral equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5019148)