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

DOI10.1007/S11075-023-01723-6MaRDI QIDQ6618228

Hongling Shi, Minghui Song, M. Z. Liu

Publication date: 14 October 2024

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

strong convergenceconvergence rateexplicit schemelocal Lipschitz conditionstochastic differential equations with piecewise continuous arguments

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Cites Work

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