A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302)

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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
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    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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