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
DOI10.1080/00207160.2022.2119081zbMath1524.65048OpenAlexW4294308063WikidataQ115313513 ScholiaQ115313513MaRDI QIDQ6159578
Mei-yu Cheng, Unnamed Author, Wei Zhang, Lin Zhao
Publication date: 20 June 2023
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2022.2119081
mean-square stabilitystochastic Volterra integro-differential equationsmean-square exponential stabilitypartially truncated Euler-Maruyama methodnon-globally Lipschitz condition
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20)
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