Strong order of convergence of a fully discretized approximation of a linear stochastic Volterra type evolution equation

Jacques Printems; Kovacs Mihaly

Journal articles

Strong order of convergence of a fully discretized approximation of a linear stochastic Volterra type evolution equation

Jacques Printems ¹ Kovacs Mihaly ²

1 LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées

2 Mathematics and Statistics Department

Document type :

Journal articles

Domain :

Mathematics [math] / Numerical Analysis [math.NA]

Mathematics [math] / Probability [math.PR]

Complete list of metadatas

https://hal-upec-upem.archives-ouvertes.fr/hal-00796967
Contributor : Jacques Printems <>
Submitted on : Tuesday, March 5, 2013 - 1:41:07 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM

Strong order of convergence of a fully discretized approximation of a linear stochastic Volterra type evolution equation

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Strong order of convergence of a fully discretized approximation of a linear stochastic Volterra type evolution equation

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