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An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
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M. Rostami   , M. Khodabin |
| Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj |
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Abstract: (6456 Views) |
This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method. |
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| Keywords: Rationalized Haar functions, Stochastic operational matrix, Product matrix, Stochastic Ito-volterra integral equations, Ito-integral, Brownian motion process |
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Full-Text [PDF 663 kb]
(2621 Downloads)
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Type of Study: Research |
Subject:
Special
Received: 2016/03/22 | Accepted: 2016/08/21 | Published: 2017/06/19
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