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RISNumerical Treatment of Nonlinear Stochastic Itô–Volterra Integral Equations by Piecewise Spectral-Collocation Method
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: This paper deals with the approximate solution of nonlinear stochastic Itô–Volterra integral equations (NSIVIE). First, the solution domain of these nonlinear integral equations is divided into a finite number of subintervals. ...