Approximation approach for backward stochastic Volterra integral equations
In this paper, we focus on studying a specific type of equations called backward stochastic Volterra integral equations (BSVIEs). Our approach to approximating an unknown function involved using collocation approximation. We used Newton's technique to solve a particular BSVIE by employing block...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-11-01
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| Series: | Mathematical Modelling and Control |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/mmc.2024031 |
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