Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions

DOI10.1016/j.amc.2019.03.053zbMath1429.65022OpenAlexW2945744149MaRDI QIDQ2279451

Shufang Ma, Huizi Yang, Zhanwen Yang

Publication date: 12 December 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2019.03.053

zbMATH Keywords

boundednessHölder conditionsemi-implicit Euler methodstrong convergence orderVolterra integro-differential equations with Itô integral

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stochastic models in economics (91B70) Numerical solutions to stochastic differential and integral equations (65C30) Theoretical approximation of solutions to functional-differential equations (34K07) Stochastic integral equations (60H20)

Related Items (6)

Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion ⋮ Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations ⋮ Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model ⋮ Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model ⋮ Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions ⋮ A two-parameter Milstein method for stochastic Volterra integral equations

Uses Software

• RODAS

Cites Work

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