Application of triangular functions for solving Vasicek model

This paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (TFs) in combination with the collocation method. The method is stated by using conversion the the vasicek model to a stochastic nonlinear system of 2m + 2 equations and 2m + 2 unknowns. Finally, the error analysis and some numerical examples are provided to demonstrate applicability and accuracy of this method.