An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
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چکیده: (6218 مشاهده) |
This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method. |
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متن کامل [PDF 663 kb]
(2538 دریافت)
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نوع مطالعه: پژوهشي |
موضوع مقاله:
تخصصي دریافت: 1395/1/3 | پذیرش: 1395/5/31 | انتشار: 1396/3/29
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