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2014 Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations
K. Maleknejad, M. Khodabin, F. Hosseini Shekarabi
J. Appl. Math. 2014: 1-10 (2014). DOI: 10.1155/2014/469308

Abstract

We present a new technique for solving numerically stochastic Volterra integral equation based on modified block pulse functions. It declares that the rate of convergence of the presented method is faster than the method based on block pulse functions. Efficiency of this method and good degree of accuracy are confirmed by a numerical example.

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K. Maleknejad. M. Khodabin. F. Hosseini Shekarabi. "Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations." J. Appl. Math. 2014 1 - 10, 2014. https://doi.org/10.1155/2014/469308

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07010644
MathSciNet: MR3182372
Digital Object Identifier: 10.1155/2014/469308

Rights: Copyright © 2014 Hindawi

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