Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (Q405484)

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scientific article; zbMATH DE number 6340325
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Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
scientific article; zbMATH DE number 6340325

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    Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (English)
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    5 September 2014
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    block pulse function
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    Itô integral
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    nonlinear stochastic differential equation
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    stochastic operational matrix
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