Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions
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Publication:2244375
DOI10.1155/2021/4934658zbMath1486.65007OpenAlexW3208409680MaRDI QIDQ2244375
Ting Ke, Mengting Deng, Guo Jiang
Publication date: 12 November 2021
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/4934658
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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