Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method (Q2245052)

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Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
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    Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method (English)
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    12 November 2021
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    stochastic Itô-Volterra integral equation
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    shifted Jacobi polynomial
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    collocation method
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    operational matrices
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    Itô integral
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    Brownian motion
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    convergence
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    stability
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