Collocation methods for nonlinear stochastic Volterra integral equations
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Publication:2027681
DOI10.1007/s40314-020-01353-xzbMath1461.65278OpenAlexW3109138136MaRDI QIDQ2027681
Haiying Zhang, Xiao-li Xu, Yu Xiao
Publication date: 28 May 2021
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-020-01353-x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Random integral equations (45R05)
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