<p>In this work, we investigate a class of nonlinear stochastic Volterra-type evolution equations, which can be regarded as an extension of the results reported in Qiao et al. (Fract Calc Appl Anal 27:1136–1161, 2024). For such equations, we propose an Euler scheme and rigorously establish the existence, uniqueness, and regularity of the solution. Moreover, we present the detailed numerical implementation of the scheme and derive the corresponding error estimates.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Numerical Algorithms for Nonlinear Fractional Stochastic Volterra-Type Equation

  • Leijie Qiao,
  • Qimin Li,
  • Yubin Yan

摘要

In this work, we investigate a class of nonlinear stochastic Volterra-type evolution equations, which can be regarded as an extension of the results reported in Qiao et al. (Fract Calc Appl Anal 27:1136–1161, 2024). For such equations, we propose an Euler scheme and rigorously establish the existence, uniqueness, and regularity of the solution. Moreover, we present the detailed numerical implementation of the scheme and derive the corresponding error estimates.