Fast Euler–Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent
Min Li, Xinjie Dai, Chengming Huang
Topics & Concepts
MathematicsExponentTheory of computationVolterra integral equationVariable (mathematics)Mathematical analysisVolterra equationsBackward Euler methodIntegral equationApplied mathematicsEuler equationsNonlinear systemPhysicsAlgorithmPhilosophyQuantum mechanicsLinguisticsFractional Differential Equations SolutionsDifferential Equations and Numerical MethodsStochastic processes and financial applications