An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations (Q2079375)

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scientific article; zbMATH DE number 7594660
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    An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
    scientific article; zbMATH DE number 7594660

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      An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations (English)
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      29 September 2022
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      Lucas polynomial
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      Itô integral
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      multi-dimensional stochastic Itô-Volterra integral equations
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      operational matrices
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      convergence analysis
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