Results 281 to 290 of about 12,854 (309)

Orthonormal Bernoulli polynomials collocation approach for solving stochastic Itô‐Volterra integral equations of Abel type

International Journal of Numerical Modelling: Electronic Networks, Devices and Fields, 2020
Nasrin Samadyar, Farshid Mirzaee
exaly  

Backward stochastic differential equations and integral-partial differential equations

Stochastic and Stochastics Reports, 1997
Guy Barlés, Rainer Buckdahn
exaly  

On a Class of Nonlinear Stochastic Integral Equations

Mathematische Nachrichten, 1974
Milton, J. Susan, Tsokos, Chris P.
openaire   +1 more source

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

Mathematical and Computer Modelling, 2012
K Maleknejad, M Khodabin
exaly  

A numerical method for solving m-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix

Computers and Mathematics With Applications, 2012
K Maleknejad, M Khodabin
exaly  

Strong superconvergence of the Euler–Maruyama method for linear stochastic Volterra integral equations

Journal of Computational and Applied Mathematics, 2017
Hui Liang, Zhanwen Yang
exaly  

Numerical approach for solving stochastic Volterra–Fredholm integral equations by stochastic operational matrix

Computers and Mathematics With Applications, 2012
M Khodabin, K Maleknejad
exaly  

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Acta Mathematicae Applicatae Sinica, 2014
Yi-Qing Lin
exaly  

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

Journal of Computational Physics, 2014
M H Heydari, M R Hooshmandasl, Carlo Cattani   +2 more
exaly  

A computational method for solving nonlinear stochastic Volterra integral equations

Journal of Computational and Applied Mathematics, 2016
Farshid Mirzaee
exaly