Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials

Author:

Yaghoobnia A. R.,Khodabin M.,Ezzati R.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference32 articles.

1. M Asgari, E Hashemizadeh, M Khodabin, K Maleknejad. Numerical solution of nonlinear stochastic integral equation by stochastic operational matrix based on Bernstein polynomials, Bulletin mathématique de la Société des Sciences Mathématiques de Roumanie, 2014: 3–12.

2. J C Cortés, L Jódar, L Villafuerte. Mean square numerical solution of random differential equations: facts and possibilities, Computers & Mathematics with Applications, 2007, 53(7): 1098–1106.

3. E H Doha, A Bhrawy, M Saker. Integrals of Bernstein polynomials: an application for the solution of high even-order differential equations, Applied Mathematics Letters, 2011, 24(4): 559–565.

4. P Glasserman. Monte Carlo methods in financial engineering, Springer Science & Business Media, 2013.

5. M Khodabin, K Maleknejad, T Damercheli. Approximate solution of the stochastic Volterra integral equations via expansion method, International Journal of Industrial Mathematics, 2014, 6(1): 41–48.

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