NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET

DOI10.17654/DE017030189zbMath1359.65014OpenAlexW2524929973MaRDI QIDQ2968217

Morteza Khodabin, Madjid Rostami

Publication date: 10 March 2017

Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/de017030189

zbMATH Keywords

waveletsnumerical examplesItô integralpopulation growthrationalized Haar functionsstochastic operational matrixBrownian motion processstochastic Itô-Volterra integral equationsproduct matrix

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

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