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:: Volume 6, Number 4 (11-2016) ::
2016, 6(4): 39-52 Back to browse issues page
An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
M. Rostami, M. Khodabin
Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj
Abstract:   (277 Views)

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.

Keywords: Rationalized Haar functions, Stochastic operational matrix, Product matrix, Stochastic Ito-volterra integral equations, Ito-integral, Brownian motion process
Full-Text [PDF 663 kb]   (65 Downloads)    
Type of Study: Research | Subject: Special
Received: 2016/06/28 | Accepted: 2017/06/19 | Published: 2017/06/19
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Rostami M, Khodabin M. An optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations. International Journal of Applied Operational Research. 2016; 6 (4) :39-52
URL: http://ijorlu.liau.ac.ir/article-1-491-en.html
Volume 6, Number 4 (11-2016) Back to browse issues page
ژورنال بین المللی پژوهش عملیاتی International Journal of Applied Operational Research - An Open Access Journal
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