Numerical Solution of Multidimensional Stochastic Ito-Volterra Integral Equation Based on the Least Squares Method and Block Pulse Function

被引：3
作者：
Ke, Ting [1 ]
Jiang, Guo [1 ]
Deng, Mengting [1 ]
机构：
[1] Hubei Normal Univ, Sch Math & Stat, Huangshi 435002, Hubei, Peoples R China
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2021年 / 2021卷
关键词：
CONVERGENCE ANALYSIS; SYSTEM; ALGORITHM; HYBRID;
D O I：
10.1155/2021/6662604
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, a method based on the least squares method and block pulse function is proposed to solve the multidimensional stochastic Ito-Volterra integral equation. The Ito-Volterra integral equation is transformed into a linear algebraic equation. Furthermore, the error analysis is given by the isometry property and Doob's inequality. Numerical examples verify the effectiveness and precision of this method.
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页数：10
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