Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997)
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scientific article; zbMATH DE number 6128872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions |
scientific article; zbMATH DE number 6128872 |
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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (English)
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24 January 2013
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block pulse functions
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stochastic operational matrix
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stochastic Volterra integral equations
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Itô integral
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Brownian motion process
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