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 20:00, 31 July 2024

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Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis
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    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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