Author:
Anderssen R. S.,Hoog F. R. De,Weiss R.
Abstract
A new class of finite difference methods based on the concept of product integration is proposed for the numerical solution of the systems of weakly singular first kind Volterra equations which arise in the study of Brownian motion processes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
33 articles.
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