Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997)

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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
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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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