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• W978961799 abstract "This paper presents a computational method based on the Chebyshev wavelets for solving stochastic Itô–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 Itô–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." @default.
• W978961799 created "2016-06-24" @default.
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• W978961799 date "2015-10-01" @default.
• W978961799 modified "2023-09-27" @default.
• W978961799 title "A wavelet-based computational method for solving stochastic Itô–Volterra integral equations" @default.
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• W978961799 doi "https://doi.org/10.1016/j.jcp.2015.05.051" @default.
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