Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
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Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05) Stochastic integral equations (60H20)
Cites work
- scientific article; zbMATH DE number 7696316 (Why is no real title available?)
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- Numerical solution of nonlinear stochastic Itô-Volterra integral equations by block pulse functions
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- Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials
- Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations
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