Pages that link to "Item:Q728921"

The following pages link to An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921):

Displaying 44 items.

• An efficient computational method based on the hat functions for solving fractional optimal control problems (Q278219) (← links)
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
• Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion (Q523653) (← links)
• An iterative numerical method for Fredholm-Volterra integral equations of the second kind (Q670860) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations (Q727547) (← links)
• The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order (Q785207) (← links)
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations (Q1675989) (← links)
• On some iterative numerical methods for a Volterra functional integral equation of the second kind (Q1687160) (← links)
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535) (← links)
• Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion (Q2111297) (← links)
• Chebyshev wavelets operational matrices for solving nonlinear variable-order fractional integral equations (Q2125869) (← links)
• The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function (Q2151766) (← links)
• Numerical solution of Itô-Volterra integral equation by least squares method (Q2181672) (← links)
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations (Q2196048) (← 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)
• Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058) (← links)
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
• Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (Q2245061) (← links)
• Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
• Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order (Q2332736) (← links)
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation (Q2400322) (← links)
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations (Q2423690) (← links)
• A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise (Q2671861) (← links)
• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations (Q2698627) (← links)
• (Q4627201) (← links)
• A wavelet approach for the multi-term time fractional diffusion-wave equation (Q5031777) (← links)
• Fractional Order Operational Matrix Method for Solving Two-Dimensional Nonlinear Fractional Volterra Integro-Differential Equations (Q5035220) (← links)
• Solving Ito integral equations with time delay via basis functions (Q5859021) (← links)
• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (Q5859963) (← links)
• Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
• Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks (Q6058729) (← links)
• (Q6097286) (← links)
• (Q6110987) (← links)
• NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646) (← links)
• A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise (Q6137323) (← links)
• Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)
• A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel (Q6185419) (← links)
• Lagrange interpolation polynomials for solving nonlinear stochastic integral equations (Q6543327) (← links)
• A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance (Q6549586) (← links)
• A numerical approach based on Pell polynomial for solving stochastic fractional differential equations (Q6653262) (← links)
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations (Q6660851) (← links)