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
View PDFchevron_right
Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
Leonid Shaikhet
Advances in Difference Equations, 2006
View PDFchevron_right
On the stability of \begin{document} vartheta\varthetavartheta\end{document}-methods for stochastic Volterra integral equations
Dajana Conte
Discrete & Continuous Dynamical Systems - B, 2018
View PDFchevron_right
On numerical solutions to stochastic Volterra equations
Anna Karczewska
2004
View PDFchevron_right
Collocation methods for nonlinear stochastic Volterra integral equations
Yu Xiao
Computational and Applied Mathematics
View PDFchevron_right
On numerical solutions to stochastic Volterra equations 1
Anna Karczewska
2004
View PDFchevron_right
A novel efficient technique for solving nonlinear stochastic Itô–Volterra integral equations
A. M. Elsawah (Ahmed Elsawah)
Expert Systems with Applications, 2024
View PDFchevron_right
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
View PDFchevron_right
Convergence and stability of the split-step θ-method for stochastic differential equations
Antoine Tambue
Computers & Mathematics with Applications, 2010
View PDFchevron_right
Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
Cristian Moroianu
Applied Mathematics and Computation, 2019
View PDFchevron_right
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
View PDFchevron_right
Choice of θ and mean-square exponential stability in the stochastic theta method of stochastic differential equations
Fuke Wu
View PDFchevron_right
New Numerical Method for Solving Nonlinear Stochastic Integral Equations
rebiha zeghdane
2020
View PDFchevron_right
Stochastic Volterra equations of nonscalar type
Anna Karczewska
2005
View PDFchevron_right
Research Article Mean Square Summability of Solution of Stochastic Difference Second-Kind Volterra Equation with Small Nonlinearity
Leonid Shaikhet
2000
View PDFchevron_right
On Existence and Uniqueness of Solutions of Stochastic Nonlinear Integro-Differential Equation
Abdul Lahji, Javed Syed
View PDFchevron_right
Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
Chakib Jerry
Mathematical and Computer Modelling, 2010
View PDFchevron_right
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
Chengming Huang
IMA Journal of Numerical Analysis, 2021
View PDFchevron_right
Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
John Appleby
Stochastic Analysis and Applications, 2006
View PDFchevron_right
P a Convergence of the Sba Algorithm Applying to Solve Volterra Nonlinear Integro-Differential Equations of Second Kind
Bakari Abbo
2016
View PDFchevron_right
Non-exponential stability of scalar stochastic Volterra equations
David Reynolds, John Appleby
Statistics & Probability Letters, 2003
View PDFchevron_right
Mean Square Summability of Solution of Stochastic Difference Second-Kind Volterra Equation with Small Nonlinearity
Leonid Shaikhet, Paternoster Beatrice
Advances in Difference Equations, 2007
View PDFchevron_right
A revisit of stochastic theta method with some improvements
Ali R. Soheili
View PDFchevron_right
Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function
Sanghamitra Beuria
arXiv (Cornell University), 2023
View PDFchevron_right
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
View PDFchevron_right
Exponential mean square stability of numerical methods for systems of stochastic differential equations
davood Ahmadian
Journal of Computational and Applied Mathematics, 2012
View PDFchevron_right
A Efficient Computational Method for Solving Stochastic Itô-Volterra Integral Equations
fakhrodin mohammadi
2015
View PDFchevron_right
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
View PDFchevron_right
Comparison of Stochastic Volterra Equations
Guillermo Ferreyra
Bernoulli, 2000
View PDFchevron_right
Stability of nonlinear stochastic Volterra difference equations with continuous time
Alexandra Rodkina
2011
View PDFchevron_right
Convergence of a block-by-block method for nonlinear Volterra integro-differential equations
Athena Makroglou
Mathematics of Computation, 1980
View PDFchevron_right
The Stochastic Volterra Equation
Bernt Oksendal
Barcelona Seminar on Stochastic Analysis, 1993
View PDFchevron_right
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
Sanghamitra Beuria
arXiv (Cornell University), 2023
View PDFchevron_right
An Efficient Numerical Method for a Class of Nonlinear Volterra Integro-Differential Equations
jafar saberi-nadjafi
View PDFchevron_right
The numerical solution of stochastic differential equations
Eckhard Platen
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 1977
View PDFchevron_right