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Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method - MaRDI portal

Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535)

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scientific article; zbMATH DE number 7188449
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English
Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
scientific article; zbMATH DE number 7188449

    Statements

    Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (English)
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    8 April 2020
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    stochastic Volterra integral equations
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    weakly singular kernels
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    Lévy noise
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    sum-of-exponentials approximation
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    fast EM method
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