A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193): Difference between revisions
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| Property / author | |||
| Property / author: Mohammad Heydari / rank | |||
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| Property / author: Carlo Cattani / rank | |||
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| Property / Mathematics Subject Classification ID: 65R20 / rank | |||
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| Property / Mathematics Subject Classification ID: 45D05 / rank | |||
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| Property / Mathematics Subject Classification ID: 45R05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H20 / rank | |||
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| Property / zbMATH DE Number: 6660264 / rank | |||
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| Property / zbMATH Keywords | |||
generalized hat basis functions | |||
| Property / zbMATH Keywords: generalized hat basis functions / rank | |||
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stochastic operational matrix | |||
| Property / zbMATH Keywords: stochastic operational matrix / rank | |||
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stochastic Itô-Volterra integral equations | |||
| Property / zbMATH Keywords: stochastic Itô-Volterra integral equations / rank | |||
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Itô integral | |||
| Property / zbMATH Keywords: Itô integral / rank | |||
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Brownian motion process | |||
| Property / zbMATH Keywords: Brownian motion process / rank | |||
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Revision as of 07:59, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions |
scientific article |
Statements
A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (English)
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5 December 2016
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generalized hat basis functions
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stochastic operational matrix
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stochastic Itô-Volterra integral equations
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Itô integral
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Brownian motion process
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