Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion (Q5032347)
From MaRDI portal
scientific article; zbMATH DE number 7475342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion |
scientific article; zbMATH DE number 7475342 |
Statements
Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion (English)
0 references
16 February 2022
0 references
stochastic Volterra integro-differential equations
0 references
Riemann-Liouville fractional Brownian motion
0 references
well-posedness
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
