Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
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Publication:405484
DOI10.1186/2251-7456-7-47zbMath1295.65006OpenAlexW2166439025WikidataQ59299267 ScholiaQ59299267MaRDI QIDQ405484
Mahnaz Asgari, Farkhondeh Hosseini Shekarabi
Publication date: 5 September 2014
Published in: Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/2251-7456-7-47
Itô integralnonlinear stochastic differential equationstochastic operational matrixblock pulse function
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