Pages that link to "Item:Q4986422"
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The following pages link to New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion (Q4986422):
Displaying 4 items.
- Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method (Q2245052) (← links)
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686) (← links)
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)
- A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (Q6167770) (← links)
