典型文献
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR A CLASS OF STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
文献摘要：
In this paper,we consider the Euler-Maruyama method for a class of stochastic Volterra integral equations(SVIEs).It is known that the strong convergence order of the Euler-Maruyama method is 1/2.However,the strong superconvergence order 1 can be obtained for a class of SVIEs if the kernels σi(t,t)=0 for i=1 and 2;otherwise,the strong convergence order is 1/2.Moreover,the theoretical results are illustrated by some numerical examples.
文献关键词：
中图分类号：
作者姓名：
Wei Zhang
作者机构：
School of Mathematical Sciences,Heilongjiang University,Harbin 150080,China
文献出处：
引用格式：
[1]Wei Zhang-.STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR A CLASS OF STOCHASTIC VOLTERRA INTEGRAL EQUATIONS)[J].计算数学（英文版）,2022(04):607-623
A类：
CONVERGENCE,EULER,MARUYAMA,STOCHASTIC,VOLTERRA,INTEGRAL,EQUATIONS,SVIEs
B类：
STRONG,OF,THE,METHOD,FOR,CLASS,In,this,paper,consider,Euler,Maruyama,method,class,stochastic,Volterra,integral,equations,It,known,that,strong,order,However,superconvergence,can,be,obtained,if,kernels,otherwise,Moreover,theoretical,results,are,illustrated,by,some,numerical,examples
AB值：
0.521717
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