A Numerical Method for Linear Stochastic Ito-Volterra Integral Equation Driven by Fractional Brownian Motion

In this paper, a basis function of haar wavelets function is proposed for solving linear stochastic Ito-Volterra integral equation(SIVIE) driven by fractional Brownian motion(FBM). The proposed method is based on the stochastic operations matrix of the Haar wavelets basis(HWB). They are effective for evaluating the stochastic undetermined function. Finally, some numerical examples related to the proposed method affirm the capability and efficiency.

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