Approximation schemes for Itô-Volterra stochastic equations
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Publication:1908576
zbMATH Open0849.65102MaRDI QIDQ1908576FDOQ1908576
Publication date: 3 November 1996
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
multiple stochastic integralsstochastic Taylor expansionsItô stochastic differential equationsItô-Volterra equations
Probabilistic methods, stochastic differential equations (65C99) Stochastic integral equations (60H20)
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- Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
- An analytic approximate method for solving stochastic integrodifferential equations
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- A two-parameter Milstein method for stochastic Volterra integral equations
- Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
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- Approximate representations of solutions to SVIEs, and an application to numerical analysis
- Rough Volterra equations. II: Convolutional generalized integrals
- A systematic elimination procedure for Ito stochastic differential equations and the adiabatic approximation
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