Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets
Abstract In this paper, an efficient numerical method is presented for solving nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets. By the properties of Haar wavelets and stochastic integration operational matrixes, the approximate solution of nonlinear stochastic Itô–Volterr...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-12-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-019-2440-6 |