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....
| Published in: | Abstract and Applied Analysis |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Online Access: | http://dx.doi.org/10.1155/2014/583930 |