Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method-Reference-Cited by-同舟云学术

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Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method

Published:2023-03-08 Issue:6 Volume:100 Page:1321-1339
ISSN:0020-7160
Container-title:International Journal of Computer Mathematics
language:en
Short-container-title:International Journal of Computer Mathematics

Author:

Tang Huayu¹,Dai Xinjie²,Wang Mengjie¹,Xiao Aiguo¹^ORCID

Affiliation:

1. School of Mathematics and Computational Science & Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan, 411105, Hunan, People's Republic of China

2. School of Mathematics and Statistics, Yunnan University, Kunming, 650504, Yunnan, People's Republic of China

Funder

National Natural Science Foundation of China

Research Foundation of Education Department of Hunan Province of China

Publisher

Informa UK Limited

Subject

Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications

Link

https://www.tandfonline.com/doi/pdf/10.1080/00207160.2023.2186152

Reference37 articles.

1. Numerical solution of a stochastic population growth model in a closed system

2. Exponential utility maximization for an insurer with time-inconsistent preferences

3. On solutions of a stochastic integral equation of the volterra type with applications for chemotherapy

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