A two-parameter Milstein method for stochastic Volterra integral equations-Reference-Cited by-同舟云学术

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A two-parameter Milstein method for stochastic Volterra integral equations

Published:2022-04 Issue: Volume:404 Page:113870
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Li Min,Huang Chengming,Wen Jiao

Funder

National Natural Science Foundation of China

China University of Geosciences, Wuhan

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference44 articles.

1. Stochastic Invariance and Stochastic Volterra Equations;Abi Jaber,2018

2. A wavelet method for stochastic Volterra integral equations and its application to general stock model;Vahdati;Comput. Methods Differ. Equ.,2017

3. Vibrations of a multi-span beam subjected to a moving stochastic load;Zakeś,2018

4. Volterra equations with Itô integrals. I;Berger;J. Integral Equations,1980

5. Volterra equations with Itô integrals. II;Berger;J. Integral Equations,1980

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Triangular Function Method is Adopted to Solve Nonlinear Stochastic It o∧–Volterra Integral Equations;Discrete Dynamics in Nature and Society;2024-01

2. Stochastic Volterra integral equations with doubly singular kernels and their numerical solutions;Communications in Nonlinear Science and Numerical Simulation;2023-01

3. Fast Euler–Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent;Numerical Algorithms;2022-09-15

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