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Ezzati, R., Khodabin, M. and Sadati, Z. (2014) Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation. Abstract and Applied Analysis, 2014, Article ID: 523163.

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.