A wavelet-based computational method for solving stochastic Ito-Volterra integral equations

摘要

This paper presents a computational method based on the Chebyshev wavelets for solving stochastic Ito-Volterra integral equations. First, a stochastic operational matrix for the Chebyshev wavelets is presented and a general procedure for forming this matrix is given. Then, the Chebyshev wavelets basis along with this stochastic operational matrix are applied for solving stochastic Ito-Volterra integral equations. Convergence and error analysis of the Chebyshev wavelets basis are investigated. To reveal the accuracy and efficiency of the proposed method some numerical examples are included. (C) 2015 Elsevier Inc. All rights reserved.