Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions
DOI10.1016/J.AMC.2019.03.053zbMATH Open1429.65022OpenAlexW2945744149MaRDI QIDQ2279451FDOQ2279451
Authors: Huizi Yang, Shufang Ma, Z. W. Yang 
Publication date: 12 December 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.03.053
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Cites Work
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- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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Cited In (6)
- Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion
- Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
- Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model
- A two-parameter Milstein method for stochastic Volterra integral equations
- Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations
- Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions
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