A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (Q5859963)
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 Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7429248
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7429248 |
Statements
A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (English)
0 references
18 November 2021
0 references
fractional Brownian motion
0 references
Haar wavelets basis
0 references
stochastic Itô-Volterra integral equation
0 references
stochastic operational matrix
0 references
convergence analysis
0 references
error estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.94788116
0 references
0.94045377
0 references
0.94045377
0 references
0.9347595
0 references
0.93058085
0 references
0.9164922
0 references
0.9088074
0 references
0.9016192
0 references