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A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations
- Abstract
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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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Keywords
Chebyshev wavelets; Ito integral; Brownian motion process; Stochastic Volterra-Fredholm integral equations; Stochastic operational matrix.
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References
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