Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686)

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scientific article; zbMATH DE number 7671212
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    Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics
    scientific article; zbMATH DE number 7671212

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      Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (English)
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      31 March 2023
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      shifted Chebyshev polynomial
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      shifted Chebyshev cardinal function
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      fractional Brownian motion
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      stochastic Itô-Volterra integral equation
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      spectral Galerkin method
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      Itô approximation
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