Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392)

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scientific article; zbMATH DE number 7439138
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Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials
scientific article; zbMATH DE number 7439138

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    Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (English)
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    6 December 2021
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    Bernstein multi-scaling polynomial
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    stochastic operational matrix
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    stochastic Itô-Volterra integral equation
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    Brownian motion process
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