A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix |
scientific article |
Statements
A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (English)
0 references
28 May 2012
0 references
block pulse functions
0 references
stochastic operational matrix
0 references
stochastic Itô
0 references
Volterra integral equations
0 references
Itô integral
0 references
Brownian motion process
0 references
0 references
0 references
0 references
0 references
0 references
0 references