Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion |
scientific article |
Statements
Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (English)
0 references
18 September 2019
0 references
stochastic Volterra integral equations
0 references
\(m\)-dimensional Brownian motion process
0 references
Itô integral
0 references
Picard iteration method
0 references
hat basis functions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
