The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations

DOI10.1155/2014/583930zbMath1474.65496OpenAlexW2035945607WikidataQ59039641 ScholiaQ59039641MaRDI QIDQ1724442

Peng Hu, Cheng-Ming Huang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/583930

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Random integral equations (45R05)

Related Items (8)

A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method ⋮ Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Stability issues for selected stochastic evolutionary problems: a review ⋮ Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations ⋮ Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations

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