Fast θ -Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis

Mengjie Wang,Xinjie Dai,Yanyan Yu,Aiguo Xiao

COMPUTATIONAL & APPLIED MATHEMATICS（2023）

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关键词
Stochastic Volterra integral equation,Convolution kernel,Fast θ -Maruyama method,Mean-square stability,Local Lipschitz condition,Strong convergence
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