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Publication Type : Book
Publisher : Random Operators and Stochastic Equations
Source : Random Operators and Stochastic Equations, 28(3), pp. 209-216. (2020)
Url : https://www.degruyter.com/document/doi/10.1515/rose-2020-2040/html
Campus : Chennai
School : School of Engineering
Department : Mathematics
Year : 2020
Abstract : In this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Itô–Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.
Cite this Research Publication : S. Singh, S. Saha Ray, “A Stochastic Operational Matrix Method for Numerical Solutions of Multi-dimensional Stochastic Itô-Volterra Integral Equations”, Random Operators and Stochastic Equations, 28(3), pp. 209-216. (2020)