The Stochastic Θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations
The stochastic Θ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square convergence and asymptotic stability of the method are studied. First, we prove that the stochastic Θ-method is convergent of order 1/2 in mean-square sense for such equations....
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/583930 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|