APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATION VIA TWO-DIMENSIONAL BLOCK-PULSE FUNCTIONS

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FALLAHPOUR M.; KHODABIN M.; MALEKNEJAD K.

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Paper Information

Journal: INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS Year:2016 | Volume:8 | Issue:4 Page(s): 423-430

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Title

APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATION VIA TWO-DIMENSIONAL BLOCK-PULSE FUNCTIONS

Author(s)

FALLAHPOUR M. | KHODABIN M. | MALEKNEJAD K. | Issue Writer Certificate

Keywords

BLOCK-PULSE FUNCTIONQ2

TWO-DIMENSIONAL EQUATIONQ2

STOCHASTIC INTEGRAL EQUATIONQ2

VOLTERRA-FREDHOLM INTEGRALQ2

OPERATIONAL MATRIXQ2

BROWNIAN MOTION PROCESSQ2

ITO INTEGRALQ2

Abstract

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.

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APA: Copy

FALLAHPOUR, M., KHODABIN, M., & MALEKNEJAD, K.. (2016). APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATION VIA TWO-DIMENSIONAL BLOCK-PULSE FUNCTIONS. INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS, 8(4), 423-430. SID. https://sid.ir/paper/231745/en

Vancouver: Copy

FALLAHPOUR M., KHODABIN M., MALEKNEJAD K.. APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATION VIA TWO-DIMENSIONAL BLOCK-PULSE FUNCTIONS. INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS[Internet]. 2016;8(4):423-430. Available from: https://sid.ir/paper/231745/en

IEEE: Copy

M. FALLAHPOUR, M. KHODABIN, and K. MALEKNEJAD, “APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC VOLTERRA-FREDHOLM INTEGRAL EQUATION VIA TWO-DIMENSIONAL BLOCK-PULSE FUNCTIONS,” INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS, vol. 8, no. 4, pp. 423–430, 2016, [Online]. Available: https://sid.ir/paper/231745/en

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