Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations |
scientific article; zbMATH DE number 6682815
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations |
scientific article; zbMATH DE number 6682815 |
Statements
Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (English)
0 references
9 February 2017
0 references
Euler-Maruyama method
0 references
strong convergence
0 references
strong superconvergence
0 references
linear stochastic Volterra integral equations
0 references
convolution kernel
0 references
numerical example
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9623995
0 references
0.95349133
0 references
0.9355962
0 references
0.92174387
0 references
0 references
0.91483486
0 references
0.91292167
0 references
0.9126934
0 references
0 references
