Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
2016 ◽
Vol 9
(3)
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pp. 416-431
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Keyword(s):
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.
2019 ◽
Vol 17
(03)
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pp. 1950007
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2016 ◽
Vol 17
(3)
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pp. 189-212
2014 ◽
Vol 270
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pp. 402-415
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2020 ◽
Vol 27
(1)
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pp. 81-95
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2012 ◽
Vol 55
(3-4)
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pp. 791-800
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2020 ◽
Vol 28
(3)
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pp. 209-216