Pages that link to "Item:Q2695686"
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The following pages link to Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686):
Displaying 4 items.
- Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type (Q6121513) (← links)
- A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel (Q6185419) (← links)
- A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance (Q6549586) (← links)
- Extended Cesàro companion operators on generalized Fock spaces (Q6614338) (← links)