Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments (Q6653928)
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scientific article; zbMATH DE number 7959239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7959239 |
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Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments (English)
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17 December 2024
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truncated EM method
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local Lipschitz condition
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strong convergence
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convergence rate
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Mean square exponential stability
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