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Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
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AbstractThis paper presents a computational method for solving stochastic Ito-Volterra integral equations. First, Haar wavelets and their properties are employed to derive a general procedure for forming the stochastic operational matrix of Haar wavelets. Then, application of this stochastic operational matrix for solving stochastic Ito-Volterra integral equations is explained. The convergence and error analysis of the proposed method are investigated. Finally, the efficiency of the presented method is confirmed by some examples.
Global Science Press
Title: Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
Description:
AbstractThis paper presents a computational method for solving stochastic Ito-Volterra integral equations.
First, Haar wavelets and their properties are employed to derive a general procedure for forming the stochastic operational matrix of Haar wavelets.
Then, application of this stochastic operational matrix for solving stochastic Ito-Volterra integral equations is explained.
The convergence and error analysis of the proposed method are investigated.
Finally, the efficiency of the presented method is confirmed by some examples.
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