An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
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Publication:2079375
DOI10.1016/j.matcom.2022.06.029OpenAlexW4283816005WikidataQ114149822 ScholiaQ114149822MaRDI QIDQ2079375
Publication date: 29 September 2022
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2022.06.029
convergence analysisItô integraloperational matricesLucas polynomialmulti-dimensional stochastic Itô-Volterra integral equations
Related Items (2)
Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type ⋮ Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
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