A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations

zbMATH Open1369.60048MaRDI QIDQ5281668FDOQ5281668

Authors: F. Mohammadi 

Publication date: 26 July 2017

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zbMATH Keywords

Brownian motionnumerical methodsstochastic operational matrixstochastic Volterra-Fredholm integral equationsLegendre waveletsItô integral

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Brownian motion (60J65) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Cited In (12)

• Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions
• Approximate solution of Volterra-Fredholm integral equations using generalized barycentric rational interpolant
• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations
• Title not available (Why is that?)
• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Application of DJ method to Itô stochastic differential equations
• A generalized fractional-order Legendre wavelet Tau method for solving fractional differential equations
• A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
• A structured low-rank wavelet solver for the Ornstein-Zernike integral equation
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• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• Convergence of Legendre wavelet collocation method for solving nonlinear Stratonovich Volterra integral equations

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