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

Ting Ke | Zendy; Guo Jiang | Zendy; Mengting Deng | Zendy

Open Access

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

Author(s) -

Ting Ke,

Guo Jiang,

Mengting Deng

Publication year - 2021

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2021/6662604

Subject(s) - volterra integral equation , mathematics , integral equation , algebraic equation , block (permutation group theory) , function (biology) , least squares function approximation , mathematical analysis , estimator , nonlinear system , statistics , physics , geometry , quantum mechanics , evolutionary biology , biology

In this paper, a method based on the least squares method and block pulse function is proposed to solve the multidimensional stochastic Ito-Volterra integral equation. The Ito-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.

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