A computational method for solving stochastic Itô–Volterra integral equation with multi-stochastic terms
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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2251-7456
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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A computational method for solving stochastic Itô–Volterra integral equation with multi-stochastic terms ; volume:12 ; number:4 ; day:19 ; month:11 ; year:2018 ; pages:295-303 ; date:12.2018
Mathematical sciences ; 12, Heft 4 (19.11.2018), 295-303, 12.2018
- Creator
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Momenzade, N.
Vahidi, A. R.
Babolian, E.
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s40096-018-0269-x
- URN
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urn:nbn:de:101:1-2019010919573349515386
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:57 AM CEST
Data provider
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Associated
- Momenzade, N.
- Vahidi, A. R.
- Babolian, E.
- SpringerLink (Online service)
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Solving Stochastic Games Reliably
Markovian representations of stochastic Volterra processes
Itô versus Stratonovich in a stochastic cosmological model
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Stochastic calculus for Lévy-driven Volterra processes
Discretization of backward stochastic Volterra integral equations
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On Lie-point symmetries for Ito stochastic differential equations
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Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets
SOME PROPERTIES OF STOCHASTIC INTEGRAL EQUATION OF A MIXED VOLTERRA-STIELTJES AND ITO TYPE
Itô's stochastic calculus and probability theory
Solving Stochastic Games Reliably
Markovian representations of stochastic Volterra processes
Itô versus Stratonovich in a stochastic cosmological model
ON A GENERALIZED ITO TYPE STOCHASTIC HEREDITARY EQUATION
Stochastic calculus for Lévy-driven Volterra processes
Discretization of backward stochastic Volterra integral equations
Stochastic Volterra integral equations with a parameter
On Lie-point symmetries for Ito stochastic differential equations
Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus
Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets
SOME PROPERTIES OF STOCHASTIC INTEGRAL EQUATION OF A MIXED VOLTERRA-STIELTJES AND ITO TYPE
Itô's stochastic calculus and probability theory
Solving Stochastic Games Reliably
Markovian representations of stochastic Volterra processes
Itô versus Stratonovich in a stochastic cosmological model
ON A GENERALIZED ITO TYPE STOCHASTIC HEREDITARY EQUATION
Stochastic calculus for Lévy-driven Volterra processes
Discretization of backward stochastic Volterra integral equations
Stochastic Volterra integral equations with a parameter
On Lie-point symmetries for Ito stochastic differential equations