A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193)

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scientific article; zbMATH DE number 6660264
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    A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
    scientific article; zbMATH DE number 6660264

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      A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (English)
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      5 December 2016
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      generalized hat basis functions
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      stochastic operational matrix
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      stochastic Itô-Volterra integral equations
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      Itô integral
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      Brownian motion process
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