Fast $$\theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis

Mengjie Wang, Xinjie Dai, Yanyan Yu, Aiguo Xiao. Fast $$\theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis. Comput. Appl. Math., 42(3), April 2023. [doi]

Abstract

Abstract is missing.