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

zbMATH Open0703.60062MaRDI QIDQ916211FDOQ916211

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

Publication date: 1990

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

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zbMATH Keywords

conditions for existence and uniquenessstochastic integrodifferential equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cited In (20)

• Explosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equations
• Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
• On perturbed nonlinear Itô type stochastic integrodifferential equations
• Solution of nonlinear fractional stochastic integro-differential equation
• Stochastic differential equations with imprecisely defined parameters in market analysis
• Numerical study of stochastic Volterra-Fredholm integral equations by using second kind Chebyshev wavelets
• Application of DJ method to Itô stochastic differential equations
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations
• Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions
• Title not available (Why is that?)
• Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• 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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