Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (Q405484)
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English | Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices |
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Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (English)
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5 September 2014
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block pulse function
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Itô integral
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nonlinear stochastic differential equation
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stochastic operational matrix
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