Convergence of the θ-Euler-Maruyama method for a class of stochastic Volterra integro-differential equations

Convergence of the θ-Euler-Maruyama method for a class of stochastic Volterra integro-differential equations

This paper addresses the convergence analysis of the θ-Euler-Maruyama method for a class of stochastic Volterra integro-differential equations (SVIDEs). At first,  we discuss the existence, uniqueness,  boundedness and H¨older continuity of the theoretical solution. Subsequently, the strong convergen...

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Bibliographic Details
Main Authors: Samiha Mouchir, Abdeldjalil Slama
Format: Article
Language:English
Published: Publishing House of the Romanian Academy 2024-12-01
Series:Journal of Numerical Analysis and Approximation Theory
Subjects:
Stochastic Volterra integro-differential equations, Θ-Euler-Maruyama method, strong convergence, H¨older continuity.
Online Access:https://ictp.acad.ro/jnaat/journal/article/view/1433
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https://ictp.acad.ro/jnaat/journal/article/view/1433

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