Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678)
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scientific article; zbMATH DE number 7126141
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| English | Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations |
scientific article; zbMATH DE number 7126141 |
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Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (English)
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5 November 2019
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stochastic Volterra integro-differential equations
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existence and uniqueness
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Hölder continuity
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Euler-Maruyama method
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strong convergence
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0.8532652854919434
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0.8160282969474792
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0.8049853444099426
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0.8024929761886597
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