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

DOI10.1002/MMA.6261MaRDI QIDQ5116872zbMATH OpenOpenAlexFDO

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

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)

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