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Numer. Math. Theor. Meth. Appl., 9 (2016), pp. 416-431.
Published online: 2016-09
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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} }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.