Split-step collocation methods for stochastic Volterra integral equations

DOI10.1216/JIE-2018-30-1-197OpenAlexW2802986589WikidataQ129998402 ScholiaQ129998402MaRDI QIDQ1751566

Xianqiang Yang

Publication date: 25 May 2018

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jiea/1523347345

zbMATH Keywords

stochastic Volterra integral equationssplit-step backward Euler methodsplit-step collocation methodsstrong convergence order

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items

Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations ⋮ Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Collocation methods for nonlinear stochastic Volterra integral equations ⋮ A two-parameter Milstein method for stochastic Volterra integral equations ⋮ Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions

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