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