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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    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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