Approximate solution for stochastic Volterra integral equations with constant delay
Pages 53 - 60
Abstract
The study proposes a novel approach that uses block pulse functions (BPFs) with constant delays to approximate stochastic Volterra integral equations (SVIEs). The method simplifies the problem by converting delay-containing SVIEs into algebraic ones using operational matrices of BPFs. This approach is easily solvable and effective, as shown through numerical examples.
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Index Terms
- Approximate solution for stochastic Volterra integral equations with constant delay
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Published In
May 2024
134 pages
ISBN:9798400717284
DOI:10.1145/3670085
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Association for Computing Machinery
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Publication History
Published: 22 August 2024
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- Research
- Refereed limited
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- Major Fundamental Research Project of Shandong Province of China
- y National Key R&D Program of China
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ICMAI 2024
ICMAI 2024: 2024 9th International Conference on Mathematics and Artificial Intelligence
May 10 - 12, 2024
Beijing, China
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