In this paper algorithms are given for the numerical solution of random Fredholm integral equations of the second kind. These algorithms are based on the program IESIMP of K. E. Atkinson. Fredholm ...
In this paper a limit problem for stochastic differential equations of Ito type depending on a standard Wiener process and on a random Poisson measure is investigated. It is shown that the Lipschitz ...
Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...
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