A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302)
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scientific article; zbMATH DE number 6038738
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| English | A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix |
scientific article; zbMATH DE number 6038738 |
Statements
A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (English)
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28 May 2012
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block pulse functions
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stochastic operational matrix
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stochastic Itô
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Volterra integral equations
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Itô integral
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Brownian motion process
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0.910406768321991
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0.907909333705902
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0.8850859999656677
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0.8593594431877136
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