Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (Q405484)

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scientific article; zbMATH DE number 6340325
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    Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
    scientific article; zbMATH DE number 6340325

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      Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (English)
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      5 September 2014
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      block pulse function
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      Itô integral
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      nonlinear stochastic differential equation
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      stochastic operational matrix
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