Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis (Q2695670): Difference between revisions
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Revision as of 08:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis |
scientific article |
Statements
Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis (English)
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31 March 2023
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stochastic Volterra integral equation
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convolution kernel
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fast \(\theta\)-Maruyama method
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mean-square stability
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local Lipschitz condition
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strong convergence
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