An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
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Publication:679576
DOI10.1016/j.cam.2017.09.035zbMath1380.65019OpenAlexW2768331096MaRDI QIDQ679576
Publication date: 11 January 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2017.09.035
numerical examplesItô integralstochastic Volterra integral equationssuccessive approximations methodBrownian motion processlinear spline interpolation
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)
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