Sample path approximation for stochastic integro-differential equations
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Publication:4261533
DOI10.1080/07362999908809621zbMath0949.60072OpenAlexW2017294286MaRDI QIDQ4261533
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Publication date: 10 May 2000
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999908809621
Related Items (5)
Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations ⋮ A class of stochastic differential equations with the time average ⋮ Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations ⋮ Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
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