Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997): Difference between revisions
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Revision as of 05:16, 5 March 2024
scientific article
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English | Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions |
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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (English)
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24 January 2013
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block pulse functions
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stochastic operational matrix
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stochastic Volterra integral equations
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Itô integral
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Brownian motion process
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