Concepedia

A numerical method for solving <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si15.gif" display="inline" overflow="scroll"><mml:mi>m</mml:mi></mml:math>-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix

K. Maleknejad, M. Khodabin, M. Rostami

Computers & Mathematics with Applications · 2011 · 68 citations · 16 references

DOI

Concepts

References

16

Stochastic Differential Equations: An Introduction with Applications.

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An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

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Stochastic Differential Equations—An Introduction With Applications

IEEE Transactions on Automatic Control · 2006 · 1.7K citations

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Numerical solution of stochastic differential equations

Denis Talay · Stochastics and stochastics reports · 1994 · 401 citations

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Numerical solution of linear Fredholm integral equation by using hybrid Taylor and Block-Pulse functions

K. Maleknejad, Yaghoub Mahmoudi · Applied Mathematics and Computation · 2003 · 124 citations

, , +15