A stochastic operational matrix method for numerical solutions of mixed stochastic Volterra–Fredholm integral equations

DOI10.1142/S0219691320500058zbMATH Open1462.60071OpenAlexW2980237942WikidataQ127105967 ScholiaQ127105967MaRDI QIDQ5221441FDOQ5221441

Authors: S. Singh, S. Saha Ray 

Publication date: 25 March 2020

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691320500058

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zbMATH Keywords

space-time Brownian motionItô integralmixed stochastic Volterra-Fredholm integral equationstwo-dimensional second kind Chebyshev wavelets

Mathematics Subject Classification ID

Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)

Cites Work

• Stochastic differential equations. An introduction with applications.
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• Numerical evaluation of the Hankel transform by using linear Legendre multi-wavelets
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• Numerical solution of Fredholm integral equations by using CAS wavelets
• Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions
• A new numerical approach for the solution of nonlinear Fredholm integral equations system of second kind by using Bernstein collocation method
• Numerical solutions of wave equations subject to an integral conservation condition by He's homotopy perturbation method
• Riemann zeta fractional derivative-functional equation and link with primes
• Generalized fractional order Chebyshev wavelets for solving nonlinear fractional delay-type equations
• A numerical algorithm for solving nonlinear delay Volterra integral equations by means of homotopy perturbation method
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion
• Chebyshev cardinal wavelets for nonlinear variable-order fractional quadratic integral equations
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Cited In (9)

• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation
• New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion
• An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
• A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
• Application of operational matrices to numerical solution of stochastic SIR model
• A new computational method based on Bernstein operational matrices for solving two-dimensional linear stochastic Volterra integral equations

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