Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
type: Item
instance of: scholarly article
title: Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
zbMATH Open document ID: 1255.65247
author: Khosrow Maleknejad
author: Morteza Khodabin
author: M. Rostami
published in: Mathematical and Computer Modelling
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 45R05
zbMATH DE Number: 6128872
zbMATH Keywords: block pulse functions
zbMATH Keywords: stochastic operational matrix
zbMATH Keywords: stochastic Volterra integral equations
zbMATH Keywords: Itô integral
zbMATH Keywords: Brownian motion process
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.08.053
OpenAlex ID: W2020442214
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DOI: 10.1016/J.MCM.2011.08.053
description: scientific article; zbMATH DE number 6128872