On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357)
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scientific article; zbMATH DE number 6932242
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| English | On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations |
scientific article; zbMATH DE number 6932242 |
Statements
On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (English)
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5 September 2018
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stochastic Volterra integral equations
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Euler-Maruyama method
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Milstein method
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rectangular method
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stability analysis
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0.8801918625831604
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0.8623904585838318
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0.8331454396247864
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0.830414891242981
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