Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation
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Publication:6643675
DOI10.1007/s11009-024-10114-wMaRDI QIDQ6643675
Publication date: 26 November 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)
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