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This paper presents a numerical method for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion with Hurst parameter $$ H \in (0,1)$$ H ∈ ( 0 , 1 ) via of hat functions. Using properties of the generalized hat basis functions and fractional Brownian motion, new stochastic operational matrix of integration is achieved and the nonlinear stochastic...
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