Geodesic
Numerical solution of linear stochastic Volterra integral equations via new basis functions
Filomat, Tome 33 (2019) no. 18, p. 5959

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DOI

In this article, we use a new method based on orthogonal basis functions for the numerical solution of stochastic Volterra integral equations of the second kind (SVIE). By using this method, a SVIE can be reduced to a linear system of algebraic equations. Finally, to show the efficiency of the proposed method, we give two numerical examples
DOI : 10.2298/FIL1918959C
Classification : 45Dxx, 74G15, 39A5, 65Cxx, 60H35, 37H10
Keywords: Volterra integral equations, Block-pulse functions, New orthogonal basis functions, Stochastic operational matrix 
Ali Asghar Cheraghi Tofigh; Morteza Khobadin; Reza Ezzati. Numerical solution of linear stochastic Volterra integral equations via new basis functions. Filomat, Tome 33 (2019) no. 18, p. 5959 . doi: 10.2298/FIL1918959C
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     author = {Ali Asghar Cheraghi Tofigh and Morteza Khobadin and Reza Ezzati},
     title = {Numerical solution of linear stochastic {Volterra} integral equations via new basis functions},
     journal = {Filomat},
     pages = {5959 },
     year = {2019},
     volume = {33},
     number = {18},
     doi = {10.2298/FIL1918959C},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL1918959C/}
}
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