Stochastic Volterra equations with singular kernels
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Publication:1890708
DOI10.1016/0304-4149(94)00072-2zbMATH Open0836.60049OpenAlexW2048662867MaRDI QIDQ1890708FDOQ1890708
W. George Cochran, Jürgen Potthoff, Jung-Soon Kim Lee
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)00072-2
Cites Work
Cited In (25)
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- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
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- Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
- Volterra equations driven by rough signals
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