Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions (Q2094415)
From MaRDI portal
 | 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: Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions |
scientific article; zbMATH DE number 7609331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions |
scientific article; zbMATH DE number 7609331 |
Statements
Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions (English)
0 references
28 October 2022
0 references
stochastic Volterra integral equations with doubly singular kernels
0 references
multilevel Monte Carlo technique
0 references
sum-of-exponentials approximation
0 references
Milstein-type scheme
0 references
strong convergence rate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
