A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô-Volterra integral equations
DOI10.1515/rose-2020-2040zbMath1466.60110OpenAlexW3084618248MaRDI QIDQ2660759
Publication date: 31 March 2021
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2020-2040
Itô integralstochastic operational matrixhybrid Legendre block-pulse functionsmulti-dimensional Brownian motionmulti-dimensional stochastic integral equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)
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