Results 241 to 250 of about 214,123 (281)

STOCHASTIC INTEGRAL EQUATIONS

1980
Michel Metivier, J. Pellaumail
openaire   +1 more source

Stochastic Integrals and Stochastic Functional Equations

SIAM Journal on Applied Mathematics, 1969
openaire   +1 more source

An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations

Mathematics and Computers in Simulation, 2023
Santanu Saha Ray, S Saha Ray
exaly  

On Itô’s Stochastic Integral Equations

Theory of Probability & Its Applications, 1969
openaire   +1 more source

Orthonormal Bernoulli polynomials collocation approach for solving stochastic Itô‐Volterra integral equations of Abel type

International Journal of Numerical Modelling: Electronic Networks, Devices and Fields, 2020
Nasrin Samadyar, Farshid Mirzaee
exaly  

Backward stochastic differential equations and integral-partial differential equations

Stochastic and Stochastics Reports, 1997
Rainer Buckdahn
exaly  

A wavelet-based computational method for solving stochastic Itô–Volterra integral equations

Journal of Computational Physics, 2015
Fakhrodin Mohammadi
exaly  

STOCHASTIC INTEGRAL EQUATIONS

1982
openaire   +1 more source

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

Mathematical and Computer Modelling, 2012
Kh Maleknejad
exaly  

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

Journal of Computational Physics, 2014
Carlo Cattani
exaly