Heydari, M. H.; Hooshmandasl, M. R.; Cattani, C.; Maalek Ghaini, F. M. An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics. (English) Zbl 1351.60088 J. Comput. Phys. 283, 148-168 (2015). MSC: 60H35 60H10 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., J. Comput. Phys. 283, 148--168 (2015; Zbl 1351.60088) Full Text: DOI
Heydari, M. H.; Hooshmandasl, M. R.; Maalek Ghaini, F. M.; Cattani, C. A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions. (English) Zbl 1349.65711 J. Comput. Phys. 270, 402-415 (2014). MSC: 65R20 45D05 45R05 60H20 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., J. Comput. Phys. 270, 402--415 (2014; Zbl 1349.65711) Full Text: DOI