Triangular Function Method is Adopted to Solve Nonlinear Stochastic It o^–Volterra Integral Equations
This article presents the numerical solutions of nonlinear stochastic It o^–Volterra integral equations by using the basis function method under the global Lipschitz condition. Integral operator matrixes of triangular functions are used to convert the nonlinear stochastic integral equations into a s...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2024/3869062 |
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