Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation.
Anas Dheyab KhalafMahmoud AbouagwaAlmushaira MustafaXiangjun WangPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- differential equations
- stochastic differential equations
- numerical integration
- integral equation
- discrete random variables
- approximation schemes
- stage stochastic programs
- markov chain
- brownian motion
- difference equations
- mathematical model
- monte carlo sampling
- stochastic optimization
- least squares
- approximation error
- error bounds
- stochastic process
- maximum a posteriori estimation
- approximation algorithms
- learning automata
- ordinary differential equations
- numerical methods
- closed form
- low degree
- image enhancement
- monte carlo
- linear equations
- linear program
- dynamical systems
- angular velocity
- multiscale