TY - JOUR
T1 - Numerical Solution of Stochastic Ito-Volterra Integral Equations Using Haar Wavelets
JO - Numerical Mathematics: Theory, Methods and Applications
VL - 3
SP - 416
EP - 431
PY - 2016
DA - 2016/09
SN - 9
DO - http://doi.org/10.4208/nmtma.2016.m1425
UR - https://global-sci.org/intro/article_detail/nmtma/12383.html
KW - 
AB - <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>