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