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Approximate solution of the stochastic Volterra integral equations via expansion method
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نویسنده
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Khodabin M. ,Maleknejad K. ,Damercheli T.
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منبع
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international journal of industrial mathematics - 2014 - دوره : 6 - شماره : 1 - صفحه:41 -48
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چکیده
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In this paper, we present an ecient method for determining the solution of the stochastic second kindvolterra integral equations (svie) by using the taylor expansion method. this method transforms thesvie to a linear stochastic ordinary dierential equation which needs specified boundary conditions.for determining boundary conditions, we use the integration technique. this technique gives anapproximate simple and closed form solution for the svie. expectation of the approximating processis computed. some numerical examples are used to illustrate the accuracy of the method.
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کلیدواژه
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Taylor series expansion ,Stochastic Volterra integral equation; ,t^o integral
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آدرس
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Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran., ایران, islamic azad university, ایران, islamic azad university, ایران
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Authors
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