A efficient computational method for solving stochastic itô-volterra integral equations
Künye
Mohammadi, F. (2015). A efficient computational method for solving stochastic Itô-Volterra integral equations. TWMS Journal of Applied and Engineering Mathematics, 5(2), 286-297.Özet
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 Itô-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.
Kaynak
TWMS Journal of Applied and Engineering MathematicsCilt
5Sayı
2Bağlantı
https://hdl.handle.net/11729/2569http://jaem.isikun.edu.tr/web/index.php/archive/90-vol5no2/224
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