Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments (Q5153426)
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scientific article; zbMATH DE number 7404486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments |
scientific article; zbMATH DE number 7404486 |
Statements
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments (English)
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29 September 2021
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stochastic differential equations
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piecewise continuous argument
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local Lipschitz condition
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Khasminskii-type condition
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truncated Euler-Maruyama method
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convergence and stability
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