A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193)
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scientific article; zbMATH DE number 6660264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions |
scientific article; zbMATH DE number 6660264 |
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A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (English)
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5 December 2016
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generalized hat basis functions
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stochastic operational matrix
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stochastic Itô-Volterra integral equations
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Itô integral
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Brownian motion process
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