Pages that link to "Item:Q297861"

The following pages link to A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861):

Displaying 25 items.

• A computational method for solving nonlinear stochastic Volterra integral equations (Q289301) (← links)
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020) (← links)
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations (Q1675989) (← links)
• Split-step collocation methods for stochastic Volterra integral equations (Q1751566) (← links)
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535) (← links)
• Numerical solution of stochastic integral equations by using Bernoulli operational matrix (Q1997661) (← links)
• Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay (Q2008834) (← links)
• Collocation methods for nonlinear stochastic Volterra integral equations (Q2027681) (← links)
• Oversampling collocation method for the Volterra integral equation with contaminated data (Q2163585) (← links)
• Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach (Q2175826) (← links)
• Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay (Q2176392) (← links)
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
• A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation (Q2243277) (← links)
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations (Q2698627) (← links)
• Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process (Q4993686) (← links)
• Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (Q5031259) (← links)
• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations (Q5079548) (← links)
• Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay (Q5079559) (← links)
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
• NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646) (← links)
• A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (Q6167770) (← links)