Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with m-dimensional Brownian motion
Copyright policy )Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with m-dimensional Brownian motion
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- Yazd University Iran (Islamic Republic of)
Numerical solutions to stochastic differential and integral equations, Picard iteration method, stochastic Volterra integral equations, Volterra integral equations, \(m\)-dimensional Brownian motion process, hat basis functions, Itô integral, Numerical methods for integral equations, Stochastic integral equations, Computational methods for stochastic equations (aspects of stochastic analysis), Random integral equations
Numerical solutions to stochastic differential and integral equations, Picard iteration method, stochastic Volterra integral equations, Volterra integral equations, \(m\)-dimensional Brownian motion process, hat basis functions, Itô integral, Numerical methods for integral equations, Stochastic integral equations, Computational methods for stochastic equations (aspects of stochastic analysis), Random integral equations
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