Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058): Difference between revisions

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Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations
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    Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (English)
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    3 February 2021
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    stochastic Itô-Volterra integral equation
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    Itô approximation
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    quintic B-spline interpolation
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    Gauss-Legendre quadrature rule
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    convergence analysis
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