A numerical method for solving <mml:math altimg="si15.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>m</mml:mi></mml:math>-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix-Reference-Cited by-同舟云学术

A numerical method for solving m-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix

Author:

Maleknejad K.,Khodabin M.,Rostami M.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference18 articles.

3. Numerical Solution of Stochastic Differential Equations;Kloeden,1999

5. Stochastic Differential Equations: An Introduction with Applications;Oksendal,1998

Cited by 63 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献