A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix |
scientific article; zbMATH DE number 6038738
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.910406768321991
0 references
0.907909333705902
0 references
0.8850859999656677
0 references
0.8593594431877136
0 references
