approximate solution of the stochastic volterra integral equations via expansion method
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abstract
in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique gives an approximate simple and closed form solution for the svie. expectation of the approximating process is computed. some numerical examples are used to illustrate the accuracy of the method.
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Journal title:
international journal of industrial mathematicsPublisher: science and research branch, islamic azad university, tehran, iran
ISSN 2008-5621
volume 6
issue 1 2014
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