An efficient numerical method based on Lucas polynomials to solve multi-dimensional stochastic Itô-Volterra integral equations
P. K. Singh, S. Saha Ray
Topics & Concepts
MathematicsVolterra integral equationAlgebraic equationPolynomialConvergence (economics)Applied mathematicsCollocation (remote sensing)Integral equationCollocation methodNonlinear systemMatrix polynomialNumerical analysisMathematical analysisComputer scienceDifferential equationOrdinary differential equationEconomicsMachine learningEconomic growthQuantum mechanicsPhysicsFractional Differential Equations SolutionsStatistical Mechanics and EntropyStatistical Distribution Estimation and Applications