A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms
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Publication:2418464
DOI10.1007/s40096-018-0269-xzbMath1422.65455OpenAlexW2901089401MaRDI QIDQ2418464
A. R. Vahidi, Esmail Babolian, N. Momenzade
Publication date: 3 June 2019
Published in: Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40096-018-0269-x
Brownian motionstochastic operational matrixmodified hat functionsstochastic Itô-Volterra integral equation
Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)
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