Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
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Publication:1986535
DOI10.1007/s10444-020-09780-4zbMath1457.60103OpenAlexW3012124794MaRDI QIDQ1986535
Publication date: 8 April 2020
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10444-020-09780-4
weakly singular kernelsstochastic Volterra integral equationsLévy noisefast EM methodsum-of-exponentials approximation
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Singular nonlinear integral equations (45G05) Stochastic integral equations (60H20)
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