Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method

DOI10.1080/00207160.2023.2186152zbMath1524.45038OpenAlexW4322743111MaRDI QIDQ6106746

Xinjie Dai, Ai-Guo Xiao, Mengjie Wang, Unnamed Author

Publication date: 3 July 2023

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2023.2186152

zbMATH Keywords

strong convergencewell-posednessMaruyama methodMittag-Leffler kernelssingular stochastic Volterra integral equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

Cites Work

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