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Second Kind Chebyshev Wavelet Galerkin Method for Stochastic Itô-Volterra Integral Equations

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Abstract

In this paper, an efficient wavelet Galerkin method based on the stochastic operational matrix of second kind Chebyshev wavelet is proposed for solving stochastic Itô-Volterra integral equations. Convergence and error analysis of the presented wavelets method are investigated. The numerical results are compared with exact solution and those of other existing methods.

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  1. Department of Mathematics, Hormozgan University, P. O. Box 3995, Bandarabbas, Iran

    Fakhrodin Mohammadi

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  1. Fakhrodin Mohammadi
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Correspondence to Fakhrodin Mohammadi.

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Mohammadi, F. Second Kind Chebyshev Wavelet Galerkin Method for Stochastic Itô-Volterra Integral Equations. Mediterr. J. Math. 13, 2613–2631 (2016). https://doi.org/10.1007/s00009-015-0642-z

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  • DOI: https://doi.org/10.1007/s00009-015-0642-z

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