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Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method - MaRDI portal

Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method (Q6106746)

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scientific article; zbMATH DE number 7705623

Language	Label	Description	Also known as
English	Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method	scientific article; zbMATH DE number 7705623

Statements

scholarly article

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Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method (English)

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International Journal of Computer Mathematics

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publication date

3 July 2023

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zbMATH Keywords

singular stochastic Volterra integral equations

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Mittag-Leffler kernels

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well-posedness

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Maruyama method

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strong convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2023.2186152

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Numerical solution of a stochastic population growth model in a closed system

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Random integral equations with applications to life sciences and engineering

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Exponential utility maximization for an insurer with time-inconsistent preferences

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On solutions of a stochastic integral equation of the volterra type with applications for chemotherapy

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Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations

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Numerical methods for stochastic Volterra integral equations with weakly singular kernels

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

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Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations

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Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions

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Mittag-Leffler Functions, Related Topics and Applications

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Discrete fractional differences with nonsingular discrete Mittag-Leffler kernels

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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Asymptotic separation between solutions of Caputo fractional stochastic differential equations

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Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations

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New approach for the model describing the deathly disease in pregnant women using Mittag-Leffler function

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Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations

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On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations

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Improved \(\vartheta\)-methods for stochastic Volterra integral equations

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Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations

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Improved rectangular method on stochastic Volterra equations

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Stochastic Volterra equations with singular kernels

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

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

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A variation of constant formula for Caputo fractional stochastic differential equations

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Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels

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Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay

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Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation

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Strong convergence rates of modified truncated EM method for stochastic differential equations

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

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Weakly singular Gronwall inequalities and applications to fractional differential equations

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Identifiers

zbMATH Open document ID

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10.1080/00207160.2023.2186152

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6106746

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