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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
Published in:
Comput. Appl. Math. (2023)
Keyphrases
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convergence analysis
integral equation
global convergence
newton method
linear systems
gauss newton
least squares
sufficient conditions
optimality conditions
convergence rate
convergence speed
learning algorithm
dynamic programming
approximation methods