Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets

DOI10.4208/nmtma.2016.m1425zbMath1413.65490OpenAlexW2477798281MaRDI QIDQ5371788

Fakhrodin Mohammadi

Publication date: 20 October 2017

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/df139db210b8ae61bd25330e0af38572119f782c

zbMATH Keywords

error analysisHaar waveletsstochastic operational matrixIto integralstochastic Ito-Volterra integral equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60) Volterra integral equations (45D05) Random integral equations (45R05)

Related Items (11)

Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets ⋮ A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ Unnamed Item ⋮ A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms ⋮ Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations ⋮ Unnamed Item ⋮ A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation ⋮ Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions ⋮ Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method ⋮ Numerical solution of systems of fractional delay differential equations using a new kind of wavelet basis ⋮ Unnamed Item

This page was built for publication: Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets