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20232026
most citedStochastic equations with low regularity drifts

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math.NA2023

The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels

Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao +1

This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficient…