Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997)
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scientific article; zbMATH DE number 6128872
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| English | Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions |
scientific article; zbMATH DE number 6128872 |
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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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0.9115331768989564
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0.8975985050201416
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0.8959145545959473
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0.8883240818977356
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