Numerical solution of stochastic Volterra integral equations based on uniform Haar wavelets by using direct method

DOI10.1142/S1793557123501887MaRDI QIDQ6650896

Mohsen Fallahpour, Morteza Khodabin, Meisam Montazer, R. Ezzati

Publication date: 9 December 2024

Published in: Asian-European Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionerror analysisstochastic Volterra integral equationuniform Haar wavelet

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Volterra integral equations (45D05) Approximation by other special function classes (41A30) Theoretical approximation of solutions to integral equations (45L05) Stochastic integral equations (60H20) Stochastic processes (60Gxx)

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