Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions |
scientific article |
Statements
Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (English)
0 references
24 January 2013
0 references
block pulse functions
0 references
stochastic operational matrix
0 references
stochastic Volterra integral equations
0 references
Itô integral
0 references
Brownian motion process
0 references
