A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302)
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scientific article; zbMATH DE number 6038738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix |
scientific article; zbMATH DE number 6038738 |
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A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (English)
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28 May 2012
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block pulse functions
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stochastic operational matrix
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stochastic Itô
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Volterra integral equations
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Itô integral
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Brownian motion process
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