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

  • Abstract
  • Keywords
  • References
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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.

  • Keywords

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

  • References

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Article ID: 4302
DOI: 10.14419/ijamr.v4i2.4302

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