Time-Stepping Error Bound for a Stochastic Parabolic Volterra Equation Disturbed by Fractional Brownian Motions

DOI10.4208/nmtma.OA-2017-0153zbMath1449.65256OpenAlexW2940706569WikidataQ128007440 ScholiaQ128007440MaRDI QIDQ5210336

Qiu Lin, Rui-sheng Qi

Publication date: 22 January 2020

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/nmtma.oa-2017-0153

zbMATH Keywords

fractional Brownian motionoptimal error boundstochastic parabolic Volterra equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Smoothness and regularity of solutions to PDEs (35B65) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Fractional partial differential equations (35R11)