Min Li, Chengming Huang, Peng Hu, Jiao Wen. Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations. J. Computational Applied Mathematics, 382:113077, 2021. [doi]
@article{LiHHW21,
title = {Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations},
author = {Min Li and Chengming Huang and Peng Hu and Jiao Wen},
year = {2021},
doi = {10.1016/j.cam.2020.113077},
url = {https://doi.org/10.1016/j.cam.2020.113077},
researchr = {https://researchr.org/publication/LiHHW21},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {382},
pages = {113077},
}