A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations

Authors

  • Fakhrodin Mohammadi Hormozgan University

DOI:

https://doi.org/10.14419/ijamr.v4i2.4302

Published:

2015-03-07

Keywords:

Chebyshev wavelets‎, ‎Ito integral‎, ‎Brownian motion process‎, ‎Stochastic Volterra-Fredholm integral equations‎, ‎Stochastic operational matrix.

Abstract

In this paper‎, ‎the stochastic operational matrix of Ito -integration for the Chebyshev wavelets is applied for solving stochastic Volterra-Fredholm integral equations‎. ‎The main characteristic of the presented method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations‎. ‎Convergence and error analysis of the Chebyshev wavelets basis is considered‎. ‎The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the other existing methods.

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