[1] M. Berger and V. Mizel, Volterra equations with Itˆo integrals I, J. Integral Eq. 2 (1980) 187–245.
[2] M. Berger and V. Mizel, Volterra equations with Itˆo integrals II, J. Integral Eq. 2 (1980) 319–337.
[3] D. Kun, L. Guo and G. Guiding, A class of control variates for pricing Asian options under stochastic Volatility models, IAENG Int. J. Appl. Math. 43(2) (2013) 45–53.
[4] D. Kun, L. Guo and G. Guiding, Accelerating Monte Carlo method for pricing multi-asset options under stochastic Volatility Models, IAENG Int. J. Appl. Math. 44(2) (2014) 62–70.
[5] M. Khodabin, K. Maleknejad and F. Hosseini Shekarabi, Application of triangular functions to numerical solution of stochastic Volterra integral equations, IAENG Int. J. Appl. Math. 43(1) (2011) 1–9.
[6] M. Khodabin, K. Maleknejad, M. Rostami, and M. Nouri, Numerical solution of stochastic differential equations by second order Runge-Kutta methods, Math. Comput. Model. 53 (2011) 1910–1920.
[7] F.C. Klebaner, Intoduction to stochastic calculus with applications, Monash University, Australia, Second edition, 2005.
[8] P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Appl. Math. Springer-Verlag, Berlin, 1999.
[9] K. Maleknejad, M. Khodabin and M. Rostami, Numerical solution of stochastic Volterra integral equations by stochastic operational matrix based on block pulse functions, Math. Comput. Model. 2011 (2011) 791–800.
[10] C.I. Nkeki, Continuous time mean-variance portfolio selection problem with stochastic salary and strategic consumption planning for a defined contribution Pension scheme, IAENG Int. J. Appl. Math. 44(2) (2014) 71–82.
[11] C.H. Wena and T.S. Zhangc, Improved rectangular method on stochastic Volterra equations, J. Comput. Appl. Math. 235 (2011) 2492–2501.
[12] I. Ichiro, On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type, Kodai Math. J. 2(2) (1979) 158–170.
[13] Z. Wang, Existence-uniqueness of solutions to stochastic Volterra equations with singular kernels and nonLipschitz coefficients, Stat. Probab. Lett. 78(9) (2008) 1062–1071.
[14] X. Zhang, Euler schemes and large deviations for stochastic Volterra equations with singular kernels, J. Diff. Eq. 224 (2008) 2226–2250.
[15] E. Celik and K. Tabatabaei, Solving a class of Volterra integral equation systems by the differential transform method, Int. J. Nonlinear Sci. 16(1) (2013) 87–91.
[16] J.J. Levin and J.A. Nohel, On a system of integro-differential equations occurring in reactor dynamics, J. Math. Mech. 9 (1960) 347–368.
[17] R.K. Miller, On a system of integro-differential equations occurring in reactor dynamics, SIAM J. Appl. Math. 14 (1966) 446–452.
[18] M. N. Oguztoreli, Time-Lag Control Systems, Academic Press, New York, 1966.
[19] M. Murge and B. Pachpatte, Successive approximations for solutions of second order stochastic integro-differential equations of Itˆo type, Indian J. Pure. Appl. Math. 21(3) (1990) 260–274.
[20] S. Jankovic and D. Ilic, One linear analytic approximation for stochastic integro-differential equations, Acta Math. Sci. 30 (2010) 1073–1085.
[21] J. C. Cortes, L. Jodar and L. Villafuerte, Numerical solution of random differential equations: a mean square approach, Math. Comput. Model. 45 (2007) 757–765.
[22] J. Cortes, L. Jodar and L. Villafuerte, Mean square numerical solution of random differential equations: facts and possibilities, Comput. Math. Appl. 53 (2007) 1098–1106.
[23] Y. Saito and T. Mitsui, Simulation of stochastic differential equations, Ann. Inst. Stat. Math. 45(3) (1993) 419–432.
[24] M. H. Heydari, et al. A computational method for solving stochastic Itˆo-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions, J. Comput. Phys. 270 (2014) 402–415.
[25] F. Mirzaee and E. Hadadiyan, A collocation technique for solving nonlinear Stochastic Itˆo-Volterra integral equations, Appl. Math. Comput. 247 (2014) 1011–1020.
[26] F. Mohammadi, Second kind Chebyshev wavelet Galerkin method for stochastic Itˆo-Volterra integral equations, Mediter. J. Math. 13 (2016) 2613–2631.
[27] F. Mohammadi, A wavelet-based computational method for solving stochastic Itˆo–Volterra integral equations, J. Comput. Phys. 298 (2015) 254–265.
[28] J. Shen, T. Tang and L. Wang, Spectral methods: algorithms, analysis and applications. Vol. 41. Springer Science and Business Media, 2011.
[29] B. Oksendal, Stochastic Differential Equations, An Introduction with Applications, Fifth Edition, Springer-Verlag, New York, 1998.