Improved \(\vartheta\)-methods for stochastic Volterra integral equations
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Publication:2212047
DOI10.1016/j.cnsns.2020.105528zbMath1453.65016OpenAlexW3084130237MaRDI QIDQ2212047
Beatrice Paternoster, Dajana Conte, Raffaele D'Ambrosio
Publication date: 17 November 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105528
Stability theory for integral equations (45M10) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20)
Related Items (6)
A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations ⋮ Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method ⋮ Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis ⋮ Perturbative analysis of stochastic Hamiltonian problems under time discretizations ⋮ 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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