@Article{NMTMA-9-416,
author = {},
title = {Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2016},
volume = {9},
number = {3},
pages = {416--431},
abstract = {<p style="text-align: justify;">This paper presents a computational method for solving stochastic Ito-Volterra integral equations. First, &nbsp;Haar wavelets and their properties are employed to derive a general procedure for forming the stochastic operational matrix of Haar wavelets. Then, application of this stochastic operational matrix for solving stochastic Ito-Volterra integral equations is explained. The convergence and error analysis of the proposed method are investigated. Finally, the efficiency of the presented method is confirmed by some examples.</p>},
issn = {2079-7338},
doi = {https://doi.org/10.4208/nmtma.2016.m1425},
url = {http://global-sci.org/intro/article_detail/nmtma/12383.html}
}