The first passage time problem for Brownian motions hitting a barrier has been extensively studied in the literature. In particular, many incarnations of integral equations which link the density of the hitting time to the equation for the barrier itself have appeared. Most interestingly, Peskir (2002b) demonstrates that a master integral equation can be used to generate a countable number of n...

There are some classes of methods for solving integral equations the variable boundaries. It is known that each method has its own advantages and disadvantages. By taking into account disadvantages methods, here was constructed a new free from them. For this, we have used multistep advanced hybrid types construction with best properties intersection We also show connection which using initial-v...

in this paper, an iterative scheme for extracting approximate solutions of two dimensional volterra-fredholm integral equations is proposed. considering some conditions on the kernel of the integral equation obtained by discretization of the integral equation, the convergence of the approximate solution to the exact solution is investigated. several examples are provided to demonstrate the effc...

in this paper, we use the continuous legendre wavelets on the interval [0,1] constructed by razzaghi m. and yousefi s. [6] to solve the linear second kind integral equations. we use quadrature formula for the calculation of the products of any functions, which are required in the approximation for the integral equations. then we reduced the integral equation to the solution of linear algebraic ...

Second-kind Volterra integral equations with weakly singular kernels typically have solutions which are nonsmooth near the initial point of the interval of integration. Using an adaptation of the analysis originally developed for nonlinear weakly singular Fredholm integral equations, we present a complete discussion of the optimal (global and local) order of convergence of piecewise polynomial ...