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

Mohammad Hossein HeydariMohammad Reza HooshmandaslFarid Mohammad Maalek GhainiCarlo Cattani
Published in: J. Comput. Phys. (2014)
Keyphrases
  • basis functions
  • linear combination
  • state space
  • algebraic equations
  • objective function
  • dynamic programming
  • edge detection
  • stochastic processes
  • matching pursuit