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A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

M. H. Heydari, Mohammad Reza Hooshmandasl, Farid Mohammad Maalek Ghaini, C. Cattani. A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions. J. Comput. Physics, 270:402-415, 2014. [doi]

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