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- W967939287 abstract "This paper introduces a numerical scheme for stochastic Volterra equation (SVE): rectangular method (RM). The order of error between the numerical and exact solution is analyzed. Furthermore, we study the existence and uniqueness of the solution of stochastic Volterra equation with Markovian switching (SVEMS). The RM scheme to SVEMS is also established." @default.
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- W967939287 date "2009-03-20" @default.
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- W967939287 title "Rectangular Method on Stochastic Volterra Equations" @default.
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