[PDF] Top 20 Stochastic Volterra integral equations with a parameter

... a parameter ([–, ]), this article is devoted to studying properties of solutions to SVIE ...a parameter, mainly continuity and ...a parameter, the reader can refer to [, ]; and for the ... See full document

... nonlinear Volterra integral equations and integro-differential equations have an important role in theoretical physics and other ...these equations, one can find an overview in the ... See full document

... Random integral equations of the Volterra type occur in the general areas of biology, engineering, and ...to stochastic integral equations of the volterra type [12], [3], ... See full document

... Two-dimensional stochastic Itô-Volterra integral equations arise from many phenomena in physics and engineering fields ...two-dimensional Volterra integral ... See full document

... the stochastic integral ...Lebesque integral with probabilistic characterization, while the third part is an Ito-Doob stochastic ...the stochastic integral equation ... See full document

... forward stochastic Volterra integral equations (FSVIEs) and linear BSVIEs to prove the comparison ...and stochastic differential utilities as introduced and studied in Duffie and ... See full document

... the stochastic nonlinear volterra-fredholm integral equation (SNVFIE) driven by a standard Brownian motion ...a stochastic operational matrix (SOM) based on the triangular functions (TFs) in ... See full document

... Stochastic integral equations are widely applied in engineering, biology, oceanography, physical sciences, ...many stochastic Volterra integral equations do not have ex- ... See full document

... about stochastic process and Itˆ o integral are ...4 stochastic operational matrix for Legendre wavelets and a general procedure for deriving this matrix are ...this stochastic operational ... See full document

... presents stochastic concept that is used in this ...introduces stochastic integration operational matrix related to ...solve stochastic Volterra integral ... See full document

... Abstract—In this paper, we introduce the Petrov-Galerkin method for solution of stochastic Volterra integral equations. Here, we use continues Lagrange-type k-0 elements, since these elements ... See full document

... The Wiener process, named after Norbert Wiener, is a mathematical construct that for- malizes random behavior characterized by the botanist Robert Brown in 1827, commonly called Brownian motion. It can be rigorously ... See full document

... of integral equations. These equations also occur as reformulations of other mathematical problems such as partial differential equations and ordinary differential ...of integral ... See full document

... nonlinear Volterra integral equations of the second kind in the case when the independent variable belongs to an arbitrary noncompact metric ...of Volterra-type integral ... See full document

... of integral equations on unbounded intervals; most of their results have been obtained in the setting of the Banach space of bounded and continuous functions on the nonnegative real half-axis and have ... See full document

... [6] A. T. Diogo, S. McKee and T. Tang, “A Hermite-Type Collocation Method for the Solution of an Integral Equa- tion with a Certain Weakly Singular Kernel,” IMA Jour- nal of Numerical Analysis, Vol. 11, No. 4, ... See full document

... interval Volterra integral ...related equations involved Laplace transform and inverse of ...deterministic equations, we have used some new changes in the interval arithmetic to achieve the ... See full document

... K. Maleknejad and Y. Mahmoudi (2003) Taylor polynomial solution of high order nonlinear Volterra-Fredholm integro-differential equations, Appl. Math. Comput., 145: 641-653. J. Manafian Heris and M. Bagheri ... See full document

... Fredholm integral equations and Volterra integral equations together with nonlinear fractional differential equations of Caputo ... See full document

... a stochastic version of the pantograph equation; in § 3 we detail the construction of an approximate solution on a uniform mesh of width h and give necessary ... See full document