Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s11075-023-01500-5.pdf
Reference32 articles.
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2. Mohammadi, F.: Numerical solution of stochastic Itô-Volterra integral equations using Haar wavelets. Numer. Math. Theory Methods Appl. 9(3), 416–431 (2016)
3. Heydari, M. H., Hooshmandasl, M. R., Shakiba, A., Cattani, C.: Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations. Nonlinear Dyn. 85(2), 1185–1202 (2016)
4. Mohammadi, F.: Numerical treatment of nonlinear stochastic Itô-Volterra integral equations by piecewise spectral-collocation method. J. Comput. Nonlinear Dyn. 14(3), 031007 (2019)
5. Hashemi, B., Khodabin, M., Maleknejad, K.: Numerical solution based on hat functions for solving nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion. Mediterr J. Math. 14, 1–15 (2017)
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