Abstract

In this paper, the theoretical and numerical analysis of the stochastic Volterra integral equations (SVIEs) driven by L?vy noise are considered. We investigate the existence, uniqueness, boundedness and H?lder continuity of the analytic solutions for SVIEs driven by L?vy noise. The Euler-Maruyama method for SVIEs driven by L?vy noise is proposed. The boundedness of the numerical solution is proved, and the strong convergence order is obtained. Some numerical examples are given to support the theoretical results.

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