Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020)

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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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