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J-GLOBAL ID：202002216130312528   Reference number：20A0743131

Levy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method

二重特異カーネルを持つLevy駆動確率Volterra積分方程式:存在,一意性,高速EM法【JST・京大機械翻訳】

Author (2)： Dai Xinjie (School of Mathematics and Computational Science & Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan, Hunan, China) ,  Xiao Aiguo (School of Mathematics and Computational Science & Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan, Hunan, China)
Material： Advances in Computational Mathematics
Volume： 46  Issue： 2  Page： 29  Publication year： 2020 
JST Material Number： A1001A  ISSN： 1019-7168  Document type： Article
Article type： 原著論文  Country of issue： Germany, Federal Republic of (DEU)  Language： ENGLISH (EN)

Abstract/Point： Abstract: This paper considers...

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Thesaurus term： singular point ,  function approximation ,  *uniqueness ,  Gaussian noise ,  computational complexity ,  noise(signal) ,  approximation method ,  *integral equation ,  lubricator(pneumatic) ,  differential equation ,  priority ,  integrability
Semi thesaurus term： 時間ステップ ,  計算効率 ,  収束速度 , 【Automatic Indexing@JST】

Author keywords (5)： Stochastic Volterra integral equations ,  Weakly singular kernels ,  Levy noise ,  Sum-of-exponentials approximation ,  Fast EM method

JST classification (4)： Numerical computation  (JE02000J) ,  System and control theory in general  (IA02010H) ,  Radiowave propagation in general  (ND05010Q) ,  Electromagnetism in general  (BD01020N)

Terms in the title (5)： カーネル ,  確率 ,  積分方程式 ,  一意性 ,  EM