%0 Journal Article
%T A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
%J Wavelet and Linear Algebra
%I Vali-e-Asr university of Rafsanjan
%Z 2383-1936
%A Mohammadi, Fakhrodin
%D 2016
%\ 06/01/2016
%V 3
%N 1
%P 13-25
%! A computational wavelet method for numerical solution of stochastic Volterra-Fredholm integral equations
%K Legendre wavelets, Brownian motion process, Stochastic Volterra-Fredholm integral equations,
%K Stochastic operational matrix,
%R
%X A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the block pulse functions method.
%U http://wala.vru.ac.ir/article_19924_03eb06bb455bb32b286246d39fdeb99f.pdf