Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058)
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English | Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations |
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Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (English)
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3 February 2021
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stochastic Itô-Volterra integral equation
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Itô approximation
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quintic B-spline interpolation
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Gauss-Legendre quadrature rule
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convergence analysis
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