Numerical solution of linear stochastic Volterra integral equations via new basis functions


Ali Asghar Cheraghi Tofigh, Morteza Khobadin, Reza Ezzati




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