Numerical approach for solving stochastic Volterra–Fredholm integral equations by stochastic operational matrix☆
Under an Elsevier user license
open archive
Keywords
Block pulse functions
Stochastic operational matrix
Stochastic Volterra–Fredholm integral equations
Itô integral
Brownian motion process
Cited by (0)
- ☆
The paper has been evaluated according to old Aims and Scope of the journal.
Copyright © 2012 Elsevier Ltd. All rights reserved.