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

DOI10.1002/mma.6261zbMath1448.60129OpenAlexW3004698448MaRDI QIDQ5116872

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

predator-prey models successive approximations method linear spline interpolation pendulum problem multiple stock models system 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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