Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
From MaRDI portal
Brownian and fractional Brownian motion processhat functionsnonlinear stochastic Itô Volterra integral equations
Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Random integral equations (45R05) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30)
Recommendations
- Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
- Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
Cites work
- A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions
- A new set of orthogonal functions and its application to the analysis of dynamic systems
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Approximation of stochastic differential equations driven by fractional Brownian motion
- Forward, backward and symmetric stochastic integration
- scientific article; zbMATH DE number 5913352 (Why is no real title available?)
- Mean square numerical solution of random differential equations: Facts and possibilities
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
- Numerical solution of nonlinear Volterra-Fredholm integro-differential equations via direct method using triangular functions
- Numerical solution of random differential equations: a mean square approach
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- One linear analytic approximation for stochastic integrodifferential equations
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
- Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type
- Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
- The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
- Triangular functions (TF) method for the solution of nonlinear Volterra-Fredholm integral equations
- Using direct method for solving variational problems via triangular orthogonal functions
Cited in
(25)- The invertibility of \(U\)-fusion cross Gram matrices of operators
- Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
- Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
- A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise
- Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
- Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
- Two-dimensional Jacobi pseudospectral quadrature solutions of two-dimensional fractional Volterra integral equations
- Numerical solutions of distributed order fractional differential equations in the time domain using the Müntz–Legendre wavelets approach
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion
- Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using triangular functions
- Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea
This page was built for publication: Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q523653)
