Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations (Q6133897)
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scientific article; zbMATH DE number 7730429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations |
scientific article; zbMATH DE number 7730429 |
Statements
Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations (English)
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21 August 2023
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stochastic Itô integral equations
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spectral collocation method
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Brownian motion
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approximation by rational functions
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