Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076)
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scientific article; zbMATH DE number 7106392
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| English | Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion |
scientific article; zbMATH DE number 7106392 |
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Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (English)
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18 September 2019
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stochastic Volterra integral equations
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\(m\)-dimensional Brownian motion process
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Itô integral
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Picard iteration method
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hat basis functions
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0.875405490398407
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0.873610258102417
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0.8677483797073364
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0.863528311252594
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