Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Split-step collocation methods for stochastic Volterra integral equations - MaRDI portal

Split-step collocation methods for stochastic Volterra integral equations (Q1751566)

From MaRDI portal

Jump to:navigation, search

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use this page instead for the normal view: Split-step collocation methods for stochastic Volterra integral equations

scientific article; zbMATH DE number 6873405

Language	Label	Description	Also known as
English	Split-step collocation methods for stochastic Volterra integral equations	scientific article; zbMATH DE number 6873405

Statements

scholarly article

0 references

Split-step collocation methods for stochastic Volterra integral equations (English)

0 references

0 references

Journal of Integral Equations and Applications

0 references

publication date

25 May 2018

0 references

full work available at URL

https://projecteuclid.org/euclid.jiea/1523347345

0 references

zbMATH Keywords

stochastic Volterra integral equations

0 references

split-step collocation methods

0 references

split-step backward Euler method

0 references

strong convergence order

0 references

MaRDI profile type

0 references

Collocation Methods for Volterra Integral and Related Functional Differential Equations

0 references

Computational Methods for Integral Equations

0 references

Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations

0 references

A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Hybrid function method for solving Fredholm and Volterra integral equations of the second kind

0 references

On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type

0 references

One linear analytic approximation for stochastic integrodifferential equations

0 references

Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix

0 references

0 references

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

0 references

A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix

0 references

Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials

0 references

0 references

Continuous Markov processes and stochastic equations

0 references

A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations

0 references

Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients

0 references

A note on convergence of semi-implicit Euler methods for stochastic pantograph equations

0 references

Euler schemes and large deviations for stochastic Volterra equations with singular kernels

0 references

Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

0 references

Identifiers

10.1216/JIE-2018-30-1-197

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1751566

Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q1751566&oldid=43305443"