This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations in...This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations into a system of algebraic equations.Meanwhile,the error analysis is proven.Finally,the effectiveness of the approach is verified by two numerical examples.展开更多
基金Supported by the NSF of Hubei Province(2022CFD042)。
文摘This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations into a system of algebraic equations.Meanwhile,the error analysis is proven.Finally,the effectiveness of the approach is verified by two numerical examples.