CONVERGENCE AND STABILITY OF THE SPLIT-STEP THETA METHOD FOR A CLASS OF STOCHASTIC VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS DRIVEN BY LEVY NOISE

被引：0

作者：

Zhang, Wei ^{[1
]}

机构：

[1] Heilongjiang Univ, Sch Math Sci, Harbin, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL MATHEMATICS | 2024年 / 42卷 / 06期

关键词：

Stochastic Volterra integro-differential equations; Existence and uniqueness; Stability; Split-step theta method; Convergence; DIFFERENTIAL-EQUATIONS; EXPONENTIAL STABILITY; NUMERICAL-SIMULATION; EULER; MOMENT; SURE;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations (SVIDEs) driven by Levy noise. The existence, uniqueness, boundedness and mean square exponential stability of the analytic solutions for SVIDEs driven by Levy noise are considered. The split-step theta method of SVIDEs driven by Levy noise is proposed. The boundedness of the numerical solution and strong convergence are proved. Moreover, its mean square exponential stability is obtained. Some numerical examples are given to support the theoretical results.

引用

页码：1688 / 1713

页数：26

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