NON-UNIFORM HAAR WAVELETS METHOD FOR SOLVING LINEAR STOCHASTIC ITO - VOLTERRA INTEGRAL EQUATIONS

被引：0

作者：

Montazer, Meisam ^{[1
]}

Khodabin, Morteza ^{[1
]}

Ezzati, Reza ^{[1
]}

Fallahpour, Mohsen ^{[1
]}

机构：

[1] Islamic Azad Univ, Dept Math, Karaj Branch, Karaj, Iran

来源：

UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS | 2020年 / 82卷 / 03期

关键词：

Non-uniform Haar wavelets; Stochastic Volterra integral equations; Collocation points; Brownian motion process; NUMERICAL-SOLUTION;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a non-uniform Haar wavelets method is developed to numerically solve stochastic Volterra integral equations. By using collocation points, the non-uniform Haar wavelet coefficients are obtained. Moreover, numerical examples are given to show the accuracy and efficiency of the proposed method.

引用

页码：105 / 116

页数：12

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