Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300)
From MaRDI portal
scientific article; zbMATH DE number 7049988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions |
scientific article; zbMATH DE number 7049988 |
Statements
Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (English)
0 references
2 May 2019
0 references
Brownian and fractional Brownian
0 references
linear stochastic integral equation
0 references
hat functions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
