Approximate representations of solutions to SVIEs, and an application to numerical analysis (Q504880)

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Approximate representations of solutions to SVIEs, and an application to numerical analysis
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    Approximate representations of solutions to SVIEs, and an application to numerical analysis (English)
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    17 January 2017
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    stochastic Volterra integral equation
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    approximate representation
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    stochastic theta method
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    splitting method
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    convergence
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    algorithm
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