Ito integral;
stochastic operational matrix;
multi-dimensional stochastic integral equations;
hybrid Legendre block-pulse functions;
multi-dimensional Brownian motion;
BLOCK-PULSE FUNCTIONS;
HYBRID LEGENDRE;
D O I:
10.1515/rose-2020-2040
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Ito-Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.