A Numerical Method for Solving Stochastic Volterra-Fredholm Integral Equation

In this paper, we propose a numerical method based on the generalized hat functions (GHFs) and improved hat functions (IHFs) to nd numerical solutions for stochastic Volterra-Fredholm integral equa- tion. To do so, all known and unknown functions are expanded in terms of basic functions and replaced in the original equation. The operational matrices of both basic functions are calculated and embeded in the equa- tion to achieve a linear system of equations which give the expansion coe cients of the solution. We prove that the rate of the convergence is O(h2) and O(h4) for these two different bases under some conditions. Two examples are solved and the results are compared with those of block pulse functions method (BPFs) to show the accuracy and reliability of the methods.