Approximation solution of two-dimensional linear stochastic Volterra-Fredholm integral equation via two-dimensional Block-pulse functions
الموضوعات : مجله بین المللی ریاضیات صنعتی
M. Fallahpour‎‎
1
(
Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
)
M. Khodabin‎
2
(
Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
)
K. Maleknejad‎
3
(
Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran.
)
الکلمات المفتاحية: Block-pulse function, Two-dimensional equation, Stochastic integral equation, Volterra-fredholm integral, Operational matrix, Brownian motion process, Ito integral,
ملخص المقالة :
In this paper, a numerical efficient method based on two-dimensional block-pulse functions (BPFs) is proposed to approximate a solution of the two-dimensional linear stochastic Volterra-Fredholm integral equation. Finally the accuracy of this method will be shown by an example.
