A efficient computational method for solving stochastic itô-volterra integral equations
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CitationMohammadi, F. (2015). A efficient computational method for solving stochastic itô-volterra integral equations. TWMS Journal of Applied and Engineering Mathematics, 5(2), 286-297.
In this paper, a new stochastic operational matrix for the Legendre wavelets is presented and a general procedure for forming this matrix is given. A computational method based on this stochastic operational matrix is proposed for solving stochastic Itˆo-Voltera integral equations. Convergence and error analysis of the Legendre wavelets basis are investigated. To reveal the accuracy and efficiency of the proposed method some numerical examples are included.
SourceTWMS Journal of Applied and Engineering Mathematics
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