Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10444-020-09780-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3012124794 / rank | |||
Normal rank |
Revision as of 20:56, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method |
scientific article |
Statements
Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (English)
0 references
8 April 2020
0 references
stochastic Volterra integral equations
0 references
weakly singular kernels
0 references
Lévy noise
0 references
sum-of-exponentials approximation
0 references
fast EM method
0 references