Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations (Q2245745): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40314-021-01593-5
+Normal rank
@@ Property / OpenAlex ID @@
+W3195811302
@@ Property / OpenAlex ID: W3195811302 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the balanced method
@@ Property / cites work: A note on the balanced method / rank @@
+Normal rank
@@ Property / cites work @@
+\(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations
+Normal rank
@@ Property / cites work @@
+Continuous \(\Theta\)-methods for the stochastic pantograph equation
+Normal rank
@@ Property / cites work @@
+Introduction to the numerical analysis of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
+Normal rank
@@ Property / cites work @@
+Strong Convergence of the Semi-Implicit Euler Method for a Kind of Stochastic Volterra Integro-Differential Equations
+Normal rank
@@ Property / cites work @@
+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
+Normal rank
@@ Property / cites work @@
+The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
+Normal rank
@@ Property / cites work @@
+Q4229393
@@ Property / cites work: Q4229393 / rank @@
+Normal rank
@@ Property / cites work @@
+Delay differential equations: with applications in population dynamics
+Normal rank
@@ Property / cites work @@
+Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
+Normal rank
@@ Property / cites work @@
+Stability of stochastic integro differiential equations
+Normal rank
@@ Property / cites work @@
+Mean square stability of stochastic Volterra integro-differential equations
+Normal rank
@@ Property / cites work @@
+Balanced Implicit Methods for Stiff Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
+Normal rank
@@ Property / cites work @@
+Q3109091
@@ Property / cites work: Q3109091 / rank @@
+Normal rank
@@ Property / cites work @@
+Split-step backward balanced Milstein methods for stiff stochastic systems
+Normal rank
@@ Property / cites work @@
+Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations
+Normal rank