Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020)
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English | Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations |
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Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (English)
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9 February 2017
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Euler-Maruyama method
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strong convergence
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strong superconvergence
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linear stochastic Volterra integral equations
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convolution kernel
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numerical example
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