Error distribution of the Euler approximation scheme for stochastic Volterra equations (Q6111895): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3884916 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3899268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volterra equations with singular kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of weighted random sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2752090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity properties of some stochastic Volterra integrals with singular kernel / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic error distributions for the Euler method for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for stochastic Volterra integral equations with weakly singular kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volterra equations with anticipating coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volterra equations driven by semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time simulation of stochastic Volterra equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized Gronwall inequality and its application to a fractional differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler schemes and large deviations for stochastic Volterra equations with singular kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volterra equations in Banach spaces and stochastic partial differential equation / rank
 
Normal rank

Latest revision as of 11:57, 2 August 2024

scientific article; zbMATH DE number 7722790
Language Label Description Also known as
English
Error distribution of the Euler approximation scheme for stochastic Volterra equations
scientific article; zbMATH DE number 7722790

    Statements

    Error distribution of the Euler approximation scheme for stochastic Volterra equations (English)
    0 references
    0 references
    0 references
    4 August 2023
    0 references
    stochastic Volterra equations
    0 references
    Euler approximation
    0 references
    Knight's theorem
    0 references

    Identifiers