Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (Q2279451): Difference between revisions

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English	Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions	scientific article

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scholarly article

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title

Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (English)

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Applied Mathematics and Computation

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publication date

12 December 2019

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zbMATH Keywords

Volterra integro-differential equations with Itô integral

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semi-implicit Euler method

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boundedness

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Hölder condition

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strong convergence order

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describes a project that uses

RODAS

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.amc.2019.03.053

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cites work

The Numerical Solution of Integral Equations of the Second Kind

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Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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Controllability of nonlinear Itô type stochastic integrodifferential systems

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Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

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A survey of recent advances in the numerical treatment of Volterra integral and integro-differential equations

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Collocation Methods for Volterra Integral and Related Functional Differential Equations

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Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations

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Numerical Methods for Ordinary Differential Equations

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Q3687624

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Order of Convergence of One-Step Methods for Volterra Integral Equations of the Second Kind

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Q3779682

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Q4000061

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Exponential mean square stability of numerical methods for systems of stochastic differential equations

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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Q4004325

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Q4002473

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Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations

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Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach

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Q4369402

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Stability of stochastic integro differiential equations

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Mean square stability of stochastic Volterra integro-differential equations

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Complete controllability of impulsive stochastic integro-differential systems

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Rigid-Body Dynamics with Friction and Impact

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Q4236291

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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

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Identifiers

zbMATH Open document ID

1429.65022

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DOI

10.1016/j.amc.2019.03.053

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2279451

@@ Property / cites work @@
+The Numerical Solution of Integral Equations of the Second Kind
+Normal rank
@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Controllability of nonlinear Itô type stochastic integrodifferential systems
+Normal rank
@@ Property / cites work @@
+Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
+Normal rank
@@ Property / cites work @@
+A survey of recent advances in the numerical treatment of Volterra integral and integro-differential equations
+Normal rank
@@ Property / cites work @@
+Collocation Methods for Volterra Integral and Related Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3687624
@@ Property / cites work: Q3687624 / rank @@
+Normal rank
@@ Property / cites work @@
+Order of Convergence of One-Step Methods for Volterra Integral Equations of the Second Kind
+Normal rank
@@ Property / cites work @@
+Q3779682
@@ Property / cites work: Q3779682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000061
@@ Property / cites work: Q4000061 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002473
@@ Property / cites work: Q4002473 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+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 @@
+Complete controllability of impulsive stochastic integro-differential systems
+Normal rank
@@ Property / cites work @@
+Rigid-Body Dynamics with Friction and Impact
@@ Property / cites work: Rigid-Body Dynamics with Friction and Impact / rank @@
+Normal rank
@@ Property / cites work @@
+Q4236291
@@ Property / cites work: Q4236291 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
+Normal rank