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a numerical procedure for stochastic volterra integral equations
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نویسنده
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amiri sadegh
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منبع
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اولين كنفرانس بين المللي رياضيات و كاربردهاي آن - 1400 - دوره : 1 - اولین کنفرانس بین المللی ریاضیات و کاربردهای آن - کد همایش: 00210-41497 - صفحه:0 -0
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چکیده
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In this paper, an efficient numerical method for solving nonlinear stochastic volterra integral equations (svies) of the second kind is proposed. to solve the original svies, the proposed method has the deterministic fourth-order and strong stochasticfirst-order accuracy. the convergence analysis of the proposed method is proved. some numerical simulations are prepared to indicate the verity and efficiency of the new method
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کلیدواژه
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numerical method# stochastic volterra integral equations# strong order
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آدرس
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, iran
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پست الکترونیکی
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s.amiri@ssau.ac.ir
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Authors
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