Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations

DOI10.1007/s40314-021-01593-5zbMath1476.60108OpenAlexW3195811302WikidataQ115373559 ScholiaQ115373559MaRDI QIDQ2245745

Xuezhong Bao, Aining Chan, Lin Hu

Publication date: 15 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-021-01593-5

zbMATH Keywords

convergencebalanced methodstability in mean-square sensestochastic Volterra integro-differential equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items

Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach

Cites Work

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