Split-step collocation methods for stochastic Volterra integral equations
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Cites work
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- scientific article; zbMATH DE number 7696316 (Why is no real title available?)
- A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
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- Computational Methods for Integral Equations
- Continuous Markov processes and stochastic equations
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
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- Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
- Hybrid function method for solving Fredholm and Volterra integral equations of the second kind
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Numerical solution of nonlinear Volterra integral equations of the second kind by using Chebyshev polynomials
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type
- One linear analytic approximation for stochastic integrodifferential equations
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
Cited in
(9)- Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions
- Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model
- Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
- Collocation methods for nonlinear stochastic Volterra integral equations
- A two-parameter Milstein method for stochastic Volterra integral equations
- Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
- Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent
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