An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
نویسندگان
چکیده مقاله:
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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عنوان ژورنال
دوره 6 شماره None
صفحات 39- 52
تاریخ انتشار 2016-11
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