Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation

DOI10.1080/07362994.2021.1967761MaRDI QIDQ5097437zbMATH OpenOpenAlexFDO

Authors P. Singh, S. Saha Ray

Publication date 23 August 2022

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2021.1967761

zbMATH Keywords

Itô approximationnonlinear stochastic Itô-Volterra integral equationsshifted Jacobi operational matrix methodshifted Jacobi polynomialshifted Jacobi spectral Galerkin method

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Cites work

• A computational method for solving nonlinear stochastic Volterra integral equations
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
• A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations
• An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems
• Convergence analysis of spectral Galerkin methods for Volterra type integral equations
• Legendre spectral Galerkin method for second-kind Volterra integral equations
• Legendre wavelets operational method for the numerical solutions of nonlinear Volterra integro-differential equations system
• New spectral second kind Chebyshev wavelets scheme for solving systems of integro-differential equations
• Numerical solution of nonlinear 2D Volterra-Fredholm integro-differential equations by two-dimensional triangular function
• Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
• Numerical solution of stochastic integral equations by using Bernoulli operational matrix
• Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions
• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Stochastic differential equations. An introduction with applications.
• Theoretical error analysis of solution for two-dimensional stochastic Volterra integral equations by Haar wavelet

Cited in

(17)

• Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
• A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
• Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
• A computational method for solving nonlinear stochastic Volterra integral equations
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
• Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
• A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
• A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
• Balanced Euler methods for the strong approximation of stochastic Volterra integral equations
• Balancing polynomial for solution nonlinear stochastic Itô-Volterra integral equations
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• Numerical treatment of stochastic delay differential equations using computational scheme based on shifted Chebyshev cardinal functions

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