Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q6159578)
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scientific article; zbMATH DE number 7699197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7699197 |
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Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (English)
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20 June 2023
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stochastic Volterra integro-differential equations
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non-globally Lipschitz condition
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partially truncated Euler-Maruyama method
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mean-square exponential stability
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mean-square stability
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