Cite
HARVARD Citation
Wen, X. et al. (2021). A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion. Stochastic analysis and applications. 39 (5), pp. 926-943. [Online].
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Wen, X. et al. (2021). A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion. Stochastic analysis and applications. 39 (5), pp. 926-943. [Online].