full
search.png

Search

close.png

Cancel

arrow
Volume 9, Issue 3
Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets

Fakhrodin Mohammadi

DOI: 10.4208/nmtma.2016.m1425

Numer. Math. Theor. Meth. Appl., 9 (2016), pp. 416-431.

Published online: 2016-09

Preview Purchase PDF 1090 27060

Cited by

google scholar semantic scholar
Export citation
  • Abstract

This 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.

  • Keywords

  • AMS Subject Headings

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{NMTMA-9-416, author = {}, title = {Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2016}, volume = {9}, number = {3}, pages = {416--431}, abstract = {

This 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.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.2016.m1425}, url = {http://global-sci.org/intro/article_detail/nmtma/12383.html} }
TY - JOUR T1 - Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 416 EP - 431 PY - 2016 DA - 2016/09 SN - 9 DO - http://doi.org/10.4208/nmtma.2016.m1425 UR - https://global-sci.org/intro/article_detail/nmtma/12383.html KW - AB -

This 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.

Fakhrodin Mohammadi. (2020). Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets. Numerical Mathematics: Theory, Methods and Applications. 9 (3). 416-431. doi:10.4208/nmtma.2016.m1425
Copy to clipboard
BibteX RIS TXT
The citation has been copied to your clipboard