Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020)
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scientific article; zbMATH DE number 6682815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations |
scientific article; zbMATH DE number 6682815 |
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Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (English)
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9 February 2017
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Euler-Maruyama method
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strong convergence
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strong superconvergence
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linear stochastic Volterra integral equations
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convolution kernel
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numerical example
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0.9623995
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0.95349133
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0.9355962
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0.92174387
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0.91483486
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0.91292167
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0.9126934
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