Fakhrodin Mohammadi - Hormozgan University

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method was demonstrated by some non-trivial examples and comparison with the block pulse functions method.

Legendre wavelets, Brownian motion process, Stochastic Volterra-Fredholm integral equations,, Stochastic operational matrix,