Split-step collocation methods for stochastic Volterra integral equations
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Publication:1751566
DOI10.1216/JIE-2018-30-1-197OpenAlexW2802986589WikidataQ129998402 ScholiaQ129998402MaRDI QIDQ1751566
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
stochastic Volterra integral equationssplit-step backward Euler methodsplit-step collocation methodsstrong convergence order
Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20)
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