A Chebyshev wavelet operational method for solving stochastic Volterra-Fredholm integral equations
Year: 2015
Type: article
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.
Author: Fakhrodin Mohammadi
Institution: University of Hormozgan
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W2066451663
