Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions-Reference-Cited by-同舟云学术

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Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions

Published:2021-02 Issue: Volume:383 Page:113156
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Yang Zhanwen,Yang Huizi,Yao Zichen

Funder

National Natural Science Foundation of China

Natural Science Foundation of Shandong Province, China

Jiangsu Planned Projects for Postdoctoral Research Funds

MOE (Ministry of Education in China) Youth Foundation Project of Humanities and Social Sciences

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. Volterra equations with Itô integrals, I and II;Berger;J. Integral Equations,1980

2. Stability of stochastic intergro-differential equations;Mao;Stoch. Anal. Appl.,2000

3. Mean square stability of stochastic Volterra intergro-differential equations;Mao;Systems Control Lett.,2006

4. Stochastic Volterra equations with anticipating coefficients;Pardoux;Ann. Probab.,1990

5. Volterra equations driven by semimartingales;Protter;Ann. Probab.,1985

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2. Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method;International Journal of Computer Mathematics;2023-03-08

3. Fast $$\theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis;Computational and Applied Mathematics;2023-03-08

4. Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion;Advances in Applied Mathematics and Mechanics;2022-06

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