A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
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Publication:6660851
DOI10.1007/S11075-024-01787-YMaRDI QIDQ6660851
Xueli Zhang, Xiaoxia Wen, Jin Huang
Publication date: 10 January 2025
Published in: Numerical Algorithms (Search for Journal in Brave)
least squares methodBrownian motion processstochastic Itô-Volterra integral equationsgeneralized hat functions
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