An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
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Cited in
(40)- ADM-TF hybrid method for nonlinear Itô-Volterra integral equations
- Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- A numerical technique for solving nonlinear fractional stochastic integro-differential equations with \(n\)-dimensional Wiener process
- Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
- An interpolation-based method for solving Volterra integral equations
- Piecewise barycentric interpolating functions for the numerical solution of Volterra integro‐differential equations
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- An efficient cubic B-spline and bicubic B-spline collocation method for numerical solutions of multidimensional nonlinear stochastic quadratic integral equations
- Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials
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- Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
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- Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model
- A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation
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- Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
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- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
- Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations
- Application of DJ method to Itô stochastic differential equations
- Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation
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- Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order
- Extension of Darbo fixed-point theorem to illustrate existence of the solutions of some nonlinear functional stochastic integral equations
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
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