The Stochastic Θ -Method for Nonlinear Stochastic Volterra Integro-Differential Equations (original) (raw)

On a Stochastic Integro-Differential Equation of Volterra Type

Chris Tsokos

SIAM Journal on Applied Mathematics, 1972

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Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations

Leonid Shaikhet

Advances in Difference Equations, 2006

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On the stability of \begin{document} vartheta\varthetavartheta\end{document}-methods for stochastic Volterra integral equations

Dajana Conte

Discrete & Continuous Dynamical Systems - B, 2018

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On numerical solutions to stochastic Volterra equations

Anna Karczewska

2004

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Collocation methods for nonlinear stochastic Volterra integral equations

Yu Xiao

Computational and Applied Mathematics

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On numerical solutions to stochastic Volterra equations 1

Anna Karczewska

2004

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A novel efficient technique for solving nonlinear stochastic Itô–Volterra integral equations

A. M. Elsawah (Ahmed Elsawah)

Expert Systems with Applications, 2024

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Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô‐Volterra integral equations

mohamad mahdi heydary

Mathematical Methods in the Applied Sciences, 2020

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Convergence and stability of the split-step θ-method for stochastic differential equations

Antoine Tambue

Computers & Mathematics with Applications, 2010

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Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay

Cristian Moroianu

Applied Mathematics and Computation, 2019

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Asymptotic stability analysis of a stochastic Volterra integro-differential equation with fading memory

Leonid Shaikhet

Dynamics of Continuous Discrete and Impulsive Systems Series B Applications and Algorithms, 2011

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Choice of θ and mean-square exponential stability in the stochastic theta method of stochastic differential equations

Fuke Wu

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New Numerical Method for Solving Nonlinear Stochastic Integral Equations

rebiha zeghdane

2020

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Stochastic Volterra equations of nonscalar type

Anna Karczewska

2005

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Research Article Mean Square Summability of Solution of Stochastic Difference Second-Kind Volterra Equation with Small Nonlinearity

Leonid Shaikhet

2000

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On Existence and Uniqueness of Solutions of Stochastic Nonlinear Integro-Differential Equation

Abdul Lahji, Javed Syed

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Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations

Chakib Jerry

Mathematical and Computer Modelling, 2010

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Numerical methods for stochastic Volterra integral equations with weakly singular kernels

Chengming Huang

IMA Journal of Numerical Analysis, 2021

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Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

John Appleby

Stochastic Analysis and Applications, 2006

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P a Convergence of the Sba Algorithm Applying to Solve Volterra Nonlinear Integro-Differential Equations of Second Kind

Bakari Abbo

2016

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Non-exponential stability of scalar stochastic Volterra equations

David Reynolds, John Appleby

Statistics & Probability Letters, 2003

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Mean Square Summability of Solution of Stochastic Difference Second-Kind Volterra Equation with Small Nonlinearity

Leonid Shaikhet, Paternoster Beatrice

Advances in Difference Equations, 2007

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A revisit of stochastic theta method with some improvements

Ali R. Soheili

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Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function

Sanghamitra Beuria

arXiv (Cornell University), 2023

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On the existence, uniqueness, and stability behavior of a random solution to a nonlinear perturbed stochastic integro-differential equation

Chris Tsokos

Information and Control, 1975

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Exponential mean square stability of numerical methods for systems of stochastic differential equations

davood Ahmadian

Journal of Computational and Applied Mathematics, 2012

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A Efficient Computational Method for Solving Stochastic Itô-Volterra Integral Equations

fakhrodin mohammadi

2015

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Numerical approach for solving nonlinear stochastic Itô-Volterra integral equations using shifted Legendre polynomials

rebiha zeghdane

International Journal of Dynamical Systems and Differential Equations, 2021

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Comparison of Stochastic Volterra Equations

Guillermo Ferreyra

Bernoulli, 2000

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Stability of nonlinear stochastic Volterra difference equations with continuous time

Alexandra Rodkina

2011

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Convergence of a block-by-block method for nonlinear Volterra integro-differential equations

Athena Makroglou

Mathematics of Computation, 1980

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The Stochastic Volterra Equation

Bernt Oksendal

Barcelona Seminar on Stochastic Analysis, 1993

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Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function

Sanghamitra Beuria

arXiv (Cornell University), 2023

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An Efficient Numerical Method for a Class of Nonlinear Volterra Integro-Differential Equations

jafar saberi-nadjafi

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The numerical solution of stochastic differential equations

Eckhard Platen

The Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 1977

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