IDEAS home Printed from https://ideas.repec.org/a/hin/jnlmpe/6662604.html
   My bibliography  Save this article

Numerical Solution of Multidimensional Stochastic Itô-Volterra Integral Equation Based on the Least Squares Method and Block Pulse Function

Author

Listed:
  • Ting Ke
  • Guo Jiang
  • Mengting Deng

Abstract

In this paper, a method based on the least squares method and block pulse function is proposed to solve the multidimensional stochastic Itô-Volterra integral equation. The Itô-Volterra integral equation is transformed into a linear algebraic equation. Furthermore, the error analysis is given by the isometry property and Doob’s inequality. Numerical examples verify the effectiveness and precision of this method.

Suggested Citation

  • Ting Ke & Guo Jiang & Mengting Deng, 2021. "Numerical Solution of Multidimensional Stochastic Itô-Volterra Integral Equation Based on the Least Squares Method and Block Pulse Function," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-10, February.
    • Handle: RePEc:hin:jnlmpe:6662604
    DOI: 10.1155/2021/6662604
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/MPE/2021/6662604.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/MPE/2021/6662604.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2021/6662604?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Singh, P.K. & Saha Ray, S., 2023. "An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 826-845.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlmpe:6662604. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.