Pages that link to "Item:Q312003"
From MaRDI portal
The following pages link to Finite difference schemes for linear stochastic integro-differential equations (Q312003):
Displaying 12 items.
- Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions (Q666815) (← links)
- Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions (Q827612) (← links)
- 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 (Q1713098) (← links)
- Application of hat basis functions for solving two-dimensional stochastic fractional integral equations (Q1993478) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach (Q2175826) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058) (← links)
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation (Q2287696) (← links)
- On finite difference schemes for partial integro-differential equations of Lévy type (Q2292034) (← links)
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order (Q2332736) (← links)
- Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks (Q6058729) (← links)
