On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
type: Item
instance of: scholarly article
title: On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
zbMATH Open document ID: 1398.65348
author: Dajana Conte
author: Raffaele D'Ambrosio
author: Beatrice Paternoster
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2018-09-05T00:00:00Z
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 45D05
zbMATH DE Number: 6932242
zbMATH Keywords: stochastic Volterra integral equations
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: Milstein method
zbMATH Keywords: rectangular method
zbMATH Keywords: stability analysis
MaRDI profile type: Publication
full work available at URL: dcdsb.2018087
OpenAlex ID: W2792699069
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DOI: 10.3934/DCDSB.2018087
description: scientific article; zbMATH DE number 6932242