吉林大学学报（理学版）2012，Vol.50Issue(5)：854-858,5.
一类线性随机Volterra积分方程的数值方法
Numerical Methods for a Class of Linear Stochastic Volterra Integral Equations
摘要
Abstract
Winner process was introduced into the classical linear Volterra integral equations so as to get a class of linear stochastic Volterra integral equations. Firstly, we researched the existence of solution for this kind of stochastic integral equations in the square integral space, and then proved the uniqueness of solution in the sense of the mean square. We constructed the numerical scheme via collocation method, and numerical experiments confirmed our theoretical results.关键词
随机Volterra积分方程/压缩映射定理/配置法Key words
stochastic Volterra integral equations/ contraction mapping theorem/ collocation method分类
数理科学引用本文复制引用
王秀,张稳,赵文举..一类线性随机Volterra积分方程的数值方法[J].吉林大学学报（理学版）,2012,50(5):854-858,5.基金项目
国家自然科学基金(批准号:11071102). （批准号:11071102）
