Successive approximations for solutions of second order stochastic integrodifferential equations of Ito type

MaRDI QIDQ916211zbMATH OpenFDO

Authors M. G. Murge, B. G. Pachpatte

Publication date 1990

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

conditions for existence and uniquenessstochastic integrodifferential equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
• On averaging method for second order Itô type stochastic equations
• Numerical solution of Itô-Volterra integral equation by least squares method

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