Numerical solution of stochastic Ito-Volterra integral equations using Haar wavelets

DOI10.4208/NMTMA.2016.M1425MaRDI QIDQ5371788zbMATH OpenOpenAlexFDO

Authors F. Mohammadi

Publication date 20 October 2017

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/df139db210b8ae61bd25330e0af38572119f782c

zbMATH Keywords

error analysisHaar waveletsIto integralstochastic Ito-Volterra integral equationsstochastic operational matrix

Mathematics Subject Classification ID

Volterra integral equations (45D05) Random integral equations (45R05) Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60)

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