Finite difference schemes for linear stochastic integro-differential equations
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Publication:312003
DOI10.1016/j.spa.2016.04.025zbMath1375.60111arXiv1310.4117OpenAlexW1858632505MaRDI QIDQ312003
James-Michael Leahy, Konstantinos Anastasios Dareiotis
Publication date: 13 September 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.4117
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