Pages that link to "Item:Q5859963"
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The following pages link to A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (Q5859963):
Displaying 4 items.
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation (Q2243277) (← links)
- Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686) (← 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)
- A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation (Q6578316) (← links)
