Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations

DOI10.1002/MMA.6261zbMATH Open1448.60129OpenAlexW3004698448MaRDI QIDQ5116872FDOQ5116872

Authors: Masoud Saffarzadeh, Ghasem Barid Loghmani, Mohammad Heydari 

Publication date: 19 August 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6261

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zbMATH Keywords

successive approximations methodpredator-prey modelslinear spline interpolationpendulum problemmultiple stock modelssystem of stochastic Volterra integral equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Cited In (9)

• Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
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• Finding optimal convergence control parameter in the homotopy analysis method to solve integral equations based on the stochastic arithmetic
• An interpolation-based method for solving Volterra integral equations
• Piecewise barycentric interpolating functions for the numerical solution of Volterra integro‐differential equations
• Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions
• Quasilinearization-based Legendre collocation method for solving a class of functional Volterra integral equations
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