most citedNumerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function

3 citations · 3 across the 2 of their papers we have counts for

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2 papers

math.NA2023★ 3 cited

Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function

Prit Pritam Paikaray, Nigam Chandra Parida, Sanghamitra Beuria +1

This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh…

math.NA2022

Numerical approximation based on deep convolutional neural network for high-dimensional fully nonlinear merged PDEs and 2BSDEs

Xu Xiao, Wenlin Qiu, Omid Nikan

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differ…