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

Authors :
P.K. Singh
S. Saha Ray
Source :
Mathematics and Computers in Simulation. 203:826-845
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Subjects

Subjects :
Numerical Analysis
General Computer Science
Applied Mathematics
Modeling and Simulation
Theoretical Computer Science

Details

ISSN :
03784754
Volume :
203
Database :
OpenAIRE
Journal :
Mathematics and Computers in Simulation
Accession number :
edsair.doi...........d98dae32cf1a1cf52f99654860f2fc2d

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