@Article{JCM-40-4,
author = {Zhang, Wei},
title = {Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations},
journal = {Journal of Computational Mathematics},
year = {2022},
volume = {40},
number = {4},
pages = {607--623},
abstract = {<p style="text-align: justify;">In this paper, we consider the Euler-Maruyama method for a class of stochastic Volterra integral equations (SVIEs). It is known that the strong convergence order of the Euler-Maruyama method is $\frac12$. However, the strong superconvergence order $1$ can be obtained for a class of SVIEs if the kernels $\sigma_{i}(t, t) = 0$ for $i=1$ and $2$; otherwise, the strong convergence order is $\frac12$. Moreover, the theoretical results are illustrated by some numerical examples.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2101-m2020-0070},
url = {https://global-sci.com/article/84194/strong-convergence-of-the-euler-maruyama-method-for-a-class-of-stochastic-volterra-integral-equations}
}