The paper introduces improved stochastic ϑ-methods for the numerical integration of stochastic Volterra integral equations. Such methods, compared to those introduced by the authors in Conte et al. (2018), have better stability properties. This is here made possible by inheriting the stability properties of the corresponding methods for systems of stochastic differential equations. Such a superiority is confirmed by a comparison of the stability regions.
File in questo prodotto:
Non ci sono file associati a questo prodotto.