A new solution method for stochastic differential equations via collocation approach

Ali R. Soheili, Fazlollah Soleymani. A new solution method for stochastic differential equations via collocation approach. Int. J. Comput. Math., 93(12):2079-2091, 2016. [doi]

Authors

Ali R. Soheili

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Fazlollah Soleymani

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