The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402)
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scientific article; zbMATH DE number 7661756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition |
scientific article; zbMATH DE number 7661756 |
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The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (English)
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10 March 2023
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stochastic differential equations
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piecewise continuous argument
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one-sided Lipschitz condition
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truncated Euler-Maruyama method
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