A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation (Q2243277)
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| Language | Label | Description | Also known as |
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| English | A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation |
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A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation (English)
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11 November 2021
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Brownian motion
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Itô-integral
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stochastic Itô-Volterra integral equations
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barycentric rational interpolation
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Picard iteration
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error and convergence analysis
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