A Fast Collocation Method for Solving Stochastic Integral Equations.

Yanzhao Cao Bin Wu Yuesheng Xu A Fast Collocation Method for Solving Stochastic Integral Equations. 3744-3767 2009 47 SIAM J. Numerical Analysis 5 http://dx.doi.org/10.1137/090747920 db/journals/siamnum/siamnum47.html#CaoWX09