Approximation solution of two-dimensional linear stochastic Volterra-Fredholm integral equation via two-dimensional Block-pulse ‎functions

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.

کلیدواژه ها:

Block-pulse function ، Two-dimensional equation ، Stochastic integral equation ، Volterra-fredholm integral ، Operational matrix ، Brownian motion process ، Ito ‎integral