A computational method for solving stochastic Ito-Volterra integral equation with multi-stochastic terms

作     者：Momenzade, N. Vahidi, A. R. Babolian, E. 

作者机构：Islamic Azad Univ Sci & Res Branch Dept Math Tehran Iran Islamic Azad Univ Yadegar E Emam Khomeyni RAH Shahr E Rey Branch Coll Sci Dept Math Tehran Iran 

出 版 物：《MATHEMATICAL SCIENCES》 (数学季刊)

年 卷 期：2018年第12卷第4期

页      面：295-303页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Modified hat functions Stochastic operational matrix Stochastic Ito-Volterra integral equation Brownian motion 

摘      要：In this paper, a linear combination of quadratic modified hat functions is proposed to solve stochastic Ito-Volterra integral equation with multi-stochastic terms. All known and unknown functions are expanded in terms of modified hat functions and replaced in the original equation. The operational matrices are calculated and embedded in the equation to achieve a linear system of equations which gives the expansion coefficients of the solution. Also, under some conditions the error of the method is O(h(3)). The accuracy and reliability of the method are studied and compared with those of block pulse functions and generalized hat functions in some examples.