Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
type: Item
instance of: scholarly article
title: Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
zbMATH Open document ID: 1448.65012
author: Wei Zhang
published in: Applied Numerical Mathematics
publication date: 2019-11-27T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 45D05
zbMATH DE Number: 7137372
zbMATH Keywords: stochastic Volterra integro-differential equations
zbMATH Keywords: Lipschitz condition
zbMATH Keywords: Khasminskii-type condition
zbMATH Keywords: truncated Euler-Maruyama method
zbMATH Keywords: strong convergence
MaRDI profile type: Publication
full work available at URL: j.apnum.2019.08.018
OpenAlex ID: W2971094693
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DOI: 10.1016/J.APNUM.2019.08.018
description: scientific article; zbMATH DE number 7137372