Numerical solution of nonlinear stochastic Itô–Volterra integral equation by stochastic modified hat function operational matrices
In this article, we present a numerical method to approximate for solving nonlinear Stochastic Itô–Volterra integral equations. This method is based on the modification of hat functions (MHFs) that introduce an operational matrix of integration. This reduces solving algebraic equations by using this...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2022-05-01
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Series: | Results in Applied Mathematics |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037422000152 |