Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations.
Wei ZhangHui LiangJianfang GaoPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- differential equations
- numerical analysis
- multiscale
- objective function
- computational complexity
- boundary value problem
- numerical methods
- optimal control problems
- similarity measure
- difference equations
- numerical solution
- sensitivity analysis
- mathematical model
- higher order
- dynamic programming
- pairwise
- pattern recognition