Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion (Q523653)

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scientific article; zbMATH DE number 6707143
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Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
scientific article; zbMATH DE number 6707143

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    Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion (English)
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    21 April 2017
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    Brownian and fractional Brownian motion process
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    hat functions
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    nonlinear stochastic Itô Volterra integral equations
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