Jñānābha‎, Vol. 50 (2) (2020), (49-58)

A COMPUTATIONAL METHOD FOR SOLVING STOCHASTIC INTEGRAL EQUATIONS USING HAAR WAVELETS

 

By

S. C. Shiralashetti and Lata Lamani

Department of Mathematics

Karnatak University, Dharwad-580003, Karnataka, India

Email: shiralashettisc@gmail.com, latalamani@gmail.com

(Received: April 16, 2020 ; Revised: August 16, 2020)

 

 

 In this article, we have developed a new technique for solving stochastic integral equations. A new Haar wavelets stochastic operational matrix of integration (HWSOMI) is developed in order to obtain efficient and accurate solution for stochastic integral equations. In the beginning we study the properties of stochastic integrals and Haar wavelets. Convergence and error analysis of Haar wavelet method is presented. Accuracy of the method investigated is justified through some examples.

 

2010 Mathematics Subject Classifications: 60H05, 60H35, 65T60.

Keywords and phrases: Stochastic operational matrix of integration, Haar wavelets, stochastic integral equations