Numerical methods for stochastic Volterra integral equations with weakly singular kernels (Q5093121)
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scientific article; zbMATH DE number 7563205
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| English | Numerical methods for stochastic Volterra integral equations with weakly singular kernels |
scientific article; zbMATH DE number 7563205 |
Statements
Numerical methods for stochastic Volterra integral equations with weakly singular kernels (English)
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26 July 2022
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stochastic Volterra integral equations with weakly singular kernel
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\(\Theta\)-Euler-Maruyama scheme
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Milstein-type scheme
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strong convergence rate
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0.8172881603240967
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0.8023908138275146
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0.8015882968902588
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0.7995650172233582
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0.7915047407150269
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