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]

@article{HeydariHGC14,
  title = {A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions},
  author = {M. H. Heydari and Mohammad Reza Hooshmandasl and Farid Mohammad Maalek Ghaini and C. Cattani},
  year = {2014},
  doi = {10.1016/j.jcp.2014.03.064},
  url = {http://dx.doi.org/10.1016/j.jcp.2014.03.064},
  researchr = {https://researchr.org/publication/HeydariHGC14},
  cites = {0},
  citedby = {0},
  journal = {J. Comput. Physics},
  volume = {270},
  pages = {402-415},
}