Maleknejad, K., Khodabin, M. and Rostami, M. (2012) A Numerical Method for Solving m-Dimensional Stochastic Itô-Volterra Integral Equations by Stochastic Operational Matrix. Computers & Mathematics with Applications, 63, 133-143.
https://doi.org/10.1016/j.camwa.2011.10.079

has been cited by the following article:

• TITLE: Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions

  AUTHORS: Guo Jiang, Xiaoyan Sang, Jieheng Wu, Biwen Li

  KEYWORDS: Block Pulse Functions, Integration Operational Matrix, Stochastic Itô-Volterra Integral Equations

  JOURNAL NAME: Advances in Pure Mathematics, Vol.9 No.2, February 14, 2019

  ABSTRACT: This paper investigates the numerical solution of two-dimensional nonlinear stochastic Itô-Volterra integral equations based on block pulse functions. The nonlinear stochastic integral equation is transformed into a set of algebraic equations by operational matrix of block pulse functions. Then, we give error analysis and prove that the rate of convergence of this method is efficient. Lastly, a numerical example is given to confirm the method.