Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels-Reference-Cited by-同舟云学术

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Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels

Published:2021-03 Issue: Volume:113 Page:106880
ISSN:0893-9659
Container-title:Applied Mathematics Letters
language:en
Short-container-title:Applied Mathematics Letters

Author:

Li Min,Huang Chengming,Hu Yaozhong

Funder

National Natural Science Foundation of China

China Scholarship Council

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference7 articles.

1. Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method;Dai;Adv. Comput. Math.,2020

2. Integral equations with diagonal and boundary singularities of the kernel;Pedas;Z. Anal. Anwend.,2006

3. Numerical solution of Volterra integral equations with weakly singular kernels which may have a boundary singularity;Kolk;Math. Model. Anal.,2009

4. Asymptotic separation between solutions of Caputo fractional stochastic differential equations;Son;Stoch. Anal. Appl.,2018

5. Geometric theory of semilinear parabolic equations;Henry,1981

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1. A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆;Statistics & Probability Letters;2024-11

2. Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model;Applied Mathematics and Computation;2024-08

3. An Euler–Maruyama method for Caputo–Hadamard fractional stochastic differential equations on exponential meshes and its fast approximation;Numerical Algorithms;2024-07-18

4. 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

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

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