A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations


  • Fakhrodin Mohammadi Hormozgan University






Chebyshev wavelets‎, ‎Ito integral‎, ‎Brownian motion process‎, ‎Stochastic Volterra-Fredholm integral equations‎, ‎Stochastic operational matrix.


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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