Approximate representations of solutions to SVIEs, and an application to numerical analysis
DOI10.1016/j.jmaa.2016.12.031zbMath1356.65023OpenAlexW2562572396MaRDI QIDQ504880
Publication date: 17 January 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.12.031
algorithmconvergencesplitting methodapproximate representationstochastic theta methodstochastic Volterra integral equation
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)
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Cites Work
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