An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576)
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scientific article; zbMATH DE number 6824479
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| English | An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations |
scientific article; zbMATH DE number 6824479 |
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An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (English)
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11 January 2018
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stochastic Volterra integral equations
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Itô integral
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Brownian motion process
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successive approximations method
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linear spline interpolation
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numerical examples
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0.8953242301940918
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0.8911703824996948
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0.8816294074058533
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0.8816022276878357
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