Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments (Q6618228)

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scientific article; zbMATH DE number 7925692
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Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
scientific article; zbMATH DE number 7925692

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    Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments (English)
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    14 October 2024
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    stochastic differential equations with piecewise continuous arguments
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    local Lipschitz condition
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    explicit scheme
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    strong convergence
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    convergence rate
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