Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations (Q6133897)

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scientific article; zbMATH DE number 7730429
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    Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations
    scientific article; zbMATH DE number 7730429

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      Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations (English)
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      21 August 2023
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      stochastic Itô integral equations
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      spectral collocation method
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      Brownian motion
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      approximation by rational functions
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