Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
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Publication:6618228
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)
strong convergenceconvergence rateexplicit schemelocal Lipschitz conditionstochastic differential equations with piecewise continuous arguments
Cites Work
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