Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay-Reference-Cited by-同舟云学术

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Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay

Published:2019-03-01 Issue:1 Volume:22 Page:223-235
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Ma Shu Fang,Gao Jian Fang,Yang Zhan Wen

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-019-09702-y.pdf

Reference24 articles.

1. Adams RA, Fournier JJF (2009) Sobolev spaces. Academic Press, New York

2. Bahar A, Mao XR (2004) Stochastic delay Lotka-Volterra model. J Math Anal Appl 292:364–380

3. Bellour A, Bousselsal M (2014) A Taylor collocation method for solving delay integral equations. Numer Algor 65:843–857

4. Berger M, Mizel V (1980) Volterra equations with Itô integrals I and II. J Integral Equ 2:187–45 and 319-337

5. Brunner H (1994) Iterated collocation methods for Volterra integral equations with delay arguments. Math Comp 62:581–599

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