Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
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Cites work
- scientific article; zbMATH DE number 5846427 (Why is no real title available?)
- scientific article; zbMATH DE number 5167015 (Why is no real title available?)
- Collocation Methods for Volterra Integral and Related Functional Differential Equations
- Convergence and stability of balanced methods for stochastic delay integro-differential equations
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Improved rectangular method on stochastic Volterra equations
- Mean square stability of stochastic Volterra integro-differential equations
- On solutions of a stochastic integral equation of the volterra type with applications for chemotherapy
- On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
- Stability issues for selected stochastic evolutionary problems: a review
- Stability of numerical methods for Volterra integro-differential equations
- Stability of stochastic \(\theta \)-methods for stochastic delay integro-differential equations
- Stability of stochastic integro differiential equations
- Stochastic differential equations and applications.
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
- The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
- The truncated Euler-Maruyama method for stochastic differential equations
Cited in
(4)- A two-parameter Milstein method for stochastic Volterra integral equations
- Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion
- Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
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