Pages that link to "Item:Q1908576"
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The following pages link to Approximation schemes for Itô-Volterra stochastic equations (Q1908576):
Displayed 12 items.
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix (Q356082) (← links)
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302) (← links)
- Approximate representations of solutions to SVIEs, and an application to numerical analysis (Q504880) (← links)
- Rough Volterra equations. II: Convolutional generalized integrals (Q555028) (← links)
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997) (← links)
- A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
- Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions (Q2094415) (← links)
- Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations (Q2196048) (← links)
- Stochastic differential equations with imprecisely defined parameters in market analysis (Q2318603) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)