Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion (Q4634492): Difference between revisions
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Latest revision as of 20:06, 19 March 2024
scientific article; zbMATH DE number 6857881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 6857881 |
Statements
Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion (English)
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10 April 2018
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collocation method
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fractional Brownian motion process
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modification of hat functions
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operational matrix
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stochastic Itô-Volterra integral equations
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