A python package for computing a numerical solution of stochastic Volterra integral equations of the second kind
where
is an unknown process,
is a continuous function,
are continuous and square integrable functions,
is the Brownian motion (see Wiener process) and
is the Itô-integral (see Itô calculus)
by a stochastic operational matrix based on block pulse functions as suggested in Maleknejad et. al (2012) [1].
nssvie is distributed under the terms of the GNU GPLv3 license.
Install using either of the following two methods.